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FinToolSuite
Updated April 20, 2026 · Investing · Educational use only ·

Treynor Ratio Calculator

Return per unit beta.

Calculate Treynor ratio measuring return per unit of market beta risk. Enter portfolio annual return to see treynor ratio: excess return per unit of beta.

What this tool does

Treynor ratio measures excess return per unit of beta — the return above the baseline rate divided by portfolio beta. This calculator takes your portfolio's annual return, baseline rate, and beta coefficient to compute the Treynor ratio, allowing you to see how much return your portfolio generates for each unit of systematic risk it carries. The result illustrates the portfolio's risk-adjusted performance relative to market risk alone. Portfolio return and beta are the primary drivers of the ratio; higher returns or lower beta both increase the figure. A typical use case compares two portfolios with different risk profiles to understand which generates more return per unit of systematic risk exposure. The calculator assumes beta accurately reflects the portfolio's market sensitivity and does not account for unsystematic risk, transaction costs, or tax effects. Results are for educational illustration only.


Formula Used
Portfolio return
Baseline rate (entered as a percentage value)
Portfolio beta

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Disclaimer

Results are estimates for educational purposes only. They do not constitute financial advice. Consult a qualified professional before making financial decisions.

Treynor ratio measures return per unit of systematic (market) risk. Treynor = (portfolio return - baseline rate) / portfolio beta. 12% return, 4% baseline, beta 1.5: Treynor = (12-4)/1.5 = 5.33. Higher = better return per unit market risk taken.

Example: portfolio returns 12% annually, baseline 4%, beta 1.5. Treynor = 5.33. Means earning 5.33% excess return per unit of beta. Compare against benchmark Treynor (typically 5-7% for S&P 500 historically). Above benchmark: outperforming on systematic-risk-adjusted basis. Below: market is rewarding you better.

Treynor vs Sharpe: Sharpe uses total volatility (denominator: standard deviation). Treynor uses systematic risk only (denominator: beta). Treynor better for diversified portfolios where idiosyncratic risk diversified away - only systematic risk remains. Sharpe better for concentrated portfolios. Most institutional analysis uses both - they answer slightly different questions.

Run it with sensible defaults

Using portfolio annual return of 12%, baseline rate of 4%, portfolio beta of 1.5, the calculation works out to 5.33. The defaults are meant as a starting point, not a recommendation.

The levers in this calculation

The inputs — Portfolio Annual Return %, Baseline Rate %, and Portfolio Beta — do not pull with equal force. Not every input has equal weight. Adjusting one input at a time toward extreme values shows which ones move the result most.

How the math works

Treynor = (portfolio return - baseline rate) / portfolio beta.

Where this fits in planning

This is a "what-if" tool, not a forecast. Use it to test ideas before committing: what happens if the rate is 2% lower than hoped, what happens if you add five more years. The value is in the scenarios you run, not the single answer you get from the defaults.

What this doesn't capture

Steady-rate math ignores real-world volatility. Actual returns are lumpy; sequence-of-returns risk matters most in drawdown; fees and taxes drag on compound growth; and behaviour changes in drawdowns can reduce outcomes below the projection. The number represents one scenario rather than a forecast.

Example Scenario

(12% - 4%) / 1.5 beta = 5.33.

Inputs

Portfolio Annual Return %:12
Baseline Rate %:4
Portfolio Beta:1.5
Expected Result5.33

This example uses typical values for illustration. Adjust the inputs above to match a specific situation and see how the result changes.

Sources & Methodology

Methodology

The calculator computes the Treynor ratio by subtracting the baseline rate from the portfolio's annual return, then dividing the result by the portfolio's beta. This measures the return earned per unit of systematic risk taken. The model assumes a constant annual return and beta over the measurement period, and treats the baseline rate as a fixed reference point. It does not account for unsystematic risk, portfolio fees, tax effects, or changes in beta over time. The ratio is most meaningful when comparing portfolios with similar asset classes or investment objectives, as beta estimates themselves vary depending on the reference market index and historical period chosen.

References

Frequently Asked Questions

Treynor vs Sharpe?
Sharpe uses total volatility (penalises all risk). Treynor uses beta (penalises only systematic risk - what you can't diversify away). For well-diversified portfolios: Treynor more accurate (idiosyncratic risk diversified). For concentrated portfolios: Sharpe more accurate (idiosyncratic risk matters). Use both for full picture.
Good Treynor values?
Equity benchmark: ~5-7% historically. Above: outperforming on systematic-risk-adjusted basis. Below: underperforming. Different from Sharpe in scale - Treynor in absolute % terms (excess return per unit beta), Sharpe is dimensionless. Direct comparison not meaningful - compare each against its own benchmark.
Negative beta strategies?
Hedge strategies with negative beta (short, gold, long volatility) have unusual Treynor calculations. Negative beta with positive return: Treynor = positive / negative = negative number. Doesn't mean strategy bad - means uncorrelated to market. Treynor less useful for low/negative beta strategies; use Sharpe instead.
Where to find beta?
Yahoo Finance, Morningstar, Bloomberg all publish beta. Most use 5-year monthly betas vs S&P 500. Funds: vs FTSE 100 or All-Share. Different benchmarks give different betas - use one consistent source. Beta unstable for small companies or short histories - take with grain of salt.

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