diff --git a/tests/test_fincal.py b/tests/test_fincal.py
index 8740b8e..93c1278 100644
--- a/tests/test_fincal.py
+++ b/tests/test_fincal.py
@@ -200,7 +200,7 @@ class TestFincalBasic:
         assert time_series.iloc[:3] is not None
         assert time_series.iloc[5:7] is not None
         assert isinstance(time_series.iloc[0], tuple)
-        assert isinstance(time_series.iloc[10:20], list)
+        assert isinstance(time_series.iloc[10:20], TimeSeries)
         assert len(time_series.iloc[10:20]) == 10
 
     def test_key_slicing(self):
@@ -236,57 +236,65 @@ class TestReturns:
     def test_returns_calc(self):
         ts = TimeSeries(self.data, frequency="M")
         returns = ts.calculate_returns(
-            "2021-01-01", annual_compounded_returns=False, interval_type="years", interval_value=1
+            "2021-01-01", annual_compounded_returns=False, return_period_unit="years", return_period_value=1
         )
         assert returns[1] == 2.4
         returns = ts.calculate_returns(
-            "2020-04-01", annual_compounded_returns=False, interval_type="months", interval_value=3
+            "2020-04-01", annual_compounded_returns=False, return_period_unit="months", return_period_value=3
         )
         assert round(returns[1], 4) == 0.6
         returns = ts.calculate_returns(
-            "2020-04-01", annual_compounded_returns=True, interval_type="months", interval_value=3
+            "2020-04-01", annual_compounded_returns=True, return_period_unit="months", return_period_value=3
         )
         assert round(returns[1], 4) == 5.5536
         returns = ts.calculate_returns(
-            "2020-04-01", annual_compounded_returns=False, interval_type="days", interval_value=90
+            "2020-04-01", annual_compounded_returns=False, return_period_unit="days", return_period_value=90
         )
         assert round(returns[1], 4) == 0.6
         returns = ts.calculate_returns(
-            "2020-04-01", annual_compounded_returns=True, interval_type="days", interval_value=90
+            "2020-04-01", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
         )
         assert round(returns[1], 4) == 5.727
         returns = ts.calculate_returns(
-            "2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90
+            "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
         )
         assert round(returns[1], 4) == 5.727
         with pytest.raises(DateNotFoundError):
-            ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, as_on_match="exact")
+            ts.calculate_returns("2020-04-10", return_period_unit="days", return_period_value=90, as_on_match="exact")
         with pytest.raises(DateNotFoundError):
-            ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, prior_match="exact")
+            ts.calculate_returns("2020-04-10", return_period_unit="days", return_period_value=90, prior_match="exact")
 
     def test_date_formats(self):
         ts = TimeSeries(self.data, frequency="M")
         FincalOptions.date_format = "%d-%m-%Y"
         with pytest.raises(ValueError):
-            ts.calculate_returns("2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90)
+            ts.calculate_returns(
+                "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
+            )
 
-        returns1 = ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, date_format="%Y-%m-%d")
-        returns2 = ts.calculate_returns("10-04-2020", interval_type="days", interval_value=90)
+        returns1 = ts.calculate_returns(
+            "2020-04-10", return_period_unit="days", return_period_value=90, date_format="%Y-%m-%d"
+        )
+        returns2 = ts.calculate_returns("10-04-2020", return_period_unit="days", return_period_value=90)
         assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727
 
         FincalOptions.date_format = "%m-%d-%Y"
         with pytest.raises(ValueError):
-            ts.calculate_returns("2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90)
+            ts.calculate_returns(
+                "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90
+            )
 
-        returns1 = ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, date_format="%Y-%m-%d")
-        returns2 = ts.calculate_returns("04-10-2020", interval_type="days", interval_value=90)
+        returns1 = ts.calculate_returns(
+            "2020-04-10", return_period_unit="days", return_period_value=90, date_format="%Y-%m-%d"
+        )
+        returns2 = ts.calculate_returns("04-10-2020", return_period_unit="days", return_period_value=90)
         assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727
 
     def test_limits(self):
         ts = TimeSeries(self.data, frequency="M")
         FincalOptions.date_format = "%Y-%m-%d"
         with pytest.raises(DateNotFoundError):
-            ts.calculate_returns("2020-04-25", interval_type="days", interval_value=90, closest_max_days=10)
+            ts.calculate_returns("2020-04-25", return_period_unit="days", return_period_value=90, closest_max_days=10)
 
 
 class TestVolatility: