Tracking error
How far your portfolio wanders from the index.
How it is computed here
The annualised standard deviation of the daily difference between the two.
Worked example
This one compares the portfolio with an index you choose, and the demo portfolio has none set — so there is no honest example to show here. On your own portfolio, choose a benchmark on the dashboard and it appears.
Where it misleads
High is neither good nor bad on its own; it only tells you how little your statement will resemble the index everyone talks about on the news.