Treynor Ratio Calculator

Annualize returns from your series and measure excess return per unit of beta (systematic risk).

Treynor = (Annual return − risk-free) ÷ beta. Use beta versus your chosen benchmark (e.g., Nifty, S&P 500).

Results

Annual Return
Treynor Ratio
Risk-Free Rate
Beta
Observations
Return Series vs Risk-Free
Bars plot each period’s return. Dashed line indicates per-period risk-free rate.
Period Return (%) Excess vs RF (%)