I really doubt they have all that much on me that's at all useful to them. I don't have bank accounts, I shop by proxy, giving cash to certain trusted friends to purchase things for me, or I deal directly, in cash, with small independent retailers.
I have no credit cards, no shopping club cards, no discount cards.. I do use Facebook, every once in a while, but I have virtually no information on it beyond ranting about human idiocy and wishing happy birthday to people I haven't physically seen in 20 years. (and the occasional stupid cat picture share.)
On the net, I typically run NoScript aggressively, AdBlock+, HTTPS Everywhere and PrivacyBadger. I don't watch television, I don't use phones besides calling a local pizza joint once a month, unless I'm forced to. The only advertising I ever see is billboards if I drive somewhere.
Amusement occurs when I check my email spam filter.. I get things for "Over 50 Singles" (Not even close to 50, not particularly looking to meet people either.) Offers to refinance my mortgage or car loan.. (I have neither), "Special offers from AT&T for a free phone" (about 6 emails per day.. I *detest* phones, and the one I'm forced to have isn't even in my name, has none of my contact information associated with it, and is setup as "whitelist only" with only half a dozen people on the whitelist.)
And from that standpoint.. hell, they can "track" me all they want. I still won't give any of these parasites a goddamn dime (I have a policy of never doing business with anybody who sends me any kind of advertising, ever.) and they won't find much of anything in my information that they can even sell to some other group of parasites.
It's a choice whether or not you want to buy into this BS system of "ours". I've simply chosen to "opt out" in a rather more dramatic fashion than most.