Tracking Error

Last updated:

How tightly your portfolio shadows the benchmark.

Quick Answer

What is Tracking Error?

Tracking error is the standard deviation of the difference between portfolio returns and benchmark returns. It measures how tightly a portfolio shadows its benchmark. A tracking error of 1% means returns tend to be within ±1% per year of the benchmark; 10% means the portfolio frequently deviates substantially. Index funds aim for near-zero tracking error.

TE = σ(Rp − Rb)

Formula

TE = σ(Rp − Rb)
Rp − Rb = active return series · σ = standard deviation, annualized

Compute the active return for each period (portfolio minus benchmark). Take the standard deviation. Annualize.

Intuition — what is this number telling you?

Tracking error is the denominator of the Information Ratio — it measures the volatility of the active bet. A fund claiming to be active but with sub-1% tracking error is closet indexing: charging active fees for passive performance.

Worked example

Step-by-step

Monthly active returns for the past 36 months had standard deviation of 1.5%. Annualized: 1.5% · sqrt(12) = 5.2%

That is typical for an active equity manager.

What's a good Tracking Error value?

Tracking error by strategy type:

Tracking ErrorStrategy
0 – 0.5%Pure index funds. Should be this low.
0.5 – 1%Closet indexer. Active label, passive behavior.
1 – 3%Mildly active equity managers.
3 – 8%Typical active equity, sector funds.
8 – 15%Concentrated strategies, thematic ETFs.
> 15%Long/short, high-conviction or leveraged.

Related metrics

Information Ratio  ·  Active Return  ·  Beta  ·  R-Squared

Frequently asked questions about Tracking Error

What is a good tracking error?

Depends on the strategy. For an index fund, low is good (<1%). For an active manager, you want positive Information Ratio — i.e. active return is producing more than tracking error costs.

Is high tracking error bad?

Not necessarily — it just means the portfolio takes large bets vs. the benchmark. Whether that is good depends on whether the bets pay off (see Information Ratio).

How is tracking error different from beta?

Beta measures sensitivity to benchmark moves. Tracking error measures the size of deviations from the benchmark. A portfolio can have high beta but low tracking error (leveraged index fund) or vice versa.

Does Foliolytic compute tracking error?

Yes — against the S&P 500 and other benchmarks. Used in the Information Ratio calculation.

See Tracking Error on your real portfolio

Upload your brokerage CSV — Foliolytic computes Tracking Error plus 70+ other metrics using real historical prices, real Treasury yields, and real CPI data. Free, no signup, your data stays in your browser.

Analyze your portfolio free →