That would be Coinbase user data. It's definitely not on the blockchain.

You can keep track of the IP address that you hear first announce a transaction. If you have enough nodes logging this across the bitcoin network, and someone connects a node running on their personal compute to the network in order to initiate a transaction, then you can basically have the location data for the person who initiated that transaction.

(There's a whole bunch of caveats here, but that is how it would work at a high level)

Is that data actually tracked and available publicly?

I'm sure it is tracked by interested parties, but I doubt you would be able to find it publicly, because why go through the trouble of running a bunch of nodes just to give your special information away...