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fin.Treynor-ratio Calculator
Calculates the Treynor ratio (excess return / beta) as a risk-adjusted performance measure for diversified portfolios. Treynor ratio uses beta (systematic risk) rather than standard deviation — it's the appropriate measure when the portfolio is a component of a larger diversified portfolio.
Inputs
Portfolio Return Pct
Reference formula or conversion factor shown for context.
Risk Free Rate Pct
Return on a theoretically safe investment like a government T-bill. The baseline return everything else is compared against. Enter as a decimal (e.g. 0.05 for 5%).
Beta
Reference formula or conversion factor shown for context.
Benchmark Return Pct
Reference formula or conversion factor shown for context.
Results
Treynor ratio
The proportional relationship between two quantities.
Jensen\
Sample size or count used in the calculation.
Treynor = (Rp-Rf)/β
Sample size or count used in the calculation.
Treynor vs Sharpe
Sample size or count used in the calculation.
α interpretation
Qualitative summary of what the computed numbers mean in practical terms.