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Treynor Ratio Calculator
Result
Chart
Show formula & working
Treynor = (Rp − Rf) ÷ β
Details
Risk-free rate reference: 91-day Treasury Bill yield: rates and rules as of 28-Oct-2026 · Source: Reserve Bank of India — 91-day T-Bill cut-off yield at the last auction (RBI website, checked 31 Oct 2026). Every figure based on it stays editable.
How this works
Treynor measures reward per unit of market risk, which suits a portfolio held alongside other investments where specific risk is diversified away.
Beta comes from how the portfolio moves with its benchmark.
Frequently asked questions
Summary or series?
If you know the annual return and volatility (or beta), use summary figures. With monthly or yearly returns, the calculator works them out — annualised by the simple method (mean × periods a year, volatility × √periods).
Sharpe or Treynor?
Sharpe for a whole portfolio (total risk); Treynor for one part of a diversified portfolio (market risk).