By now, you should know and love the Tracker module that comes with core. It has its strengths, but many weaknesses. For one, you can't separate out posts from comments, or sort the list in interesting ways. Views can help you make exactly the list you want, and place it in a tab on the user's profile exactly like the "Track" tab.

For this example, you'll be adding a list of comments. Creating the view is simple enough:

1. Clone the default view comments_recent, and call it comments_by_user
2. On the Page display, add a Relationship for Comment:User