CalcMyCoin

Treynor Ratio Calculator

Excess return divided by beta: how well you were paid for the market exposure you took. An alt portfolio at 1.4× BTC beta needs 1.4× the excess return just to tie.

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Results (live)

Treynor ratio21.79
Read asexcess return per unit of market beta

Estimates only, not financial advice. All math runs in your browser; nothing you type leaves this page.

How it works

Treynor = (return − risk-free) ÷ beta

Worked example

35% return at 1.4 beta scores 21.8. A calmer 20% return at 0.6 beta scores 25.8 and wins: it earned more per unit of market it rode.

FAQ

How do I estimate beta in crypto?

Regress your portfolio's daily returns against BTC's (a spreadsheet slope does it). Most alts run 1.2-2.0 in bulls.

Treynor vs Sharpe?

Sharpe divides by total volatility, Treynor only by market-correlated risk. For a diversified book, Treynor asks the sharper question.

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Estimates only, not financial, tax or investment advice. Verify numbers against your exchange or a professional before acting.