If you've ever paid by credit or debit card, they can associate the name on the card with your Tesco Clubcard account.

Your face is regularly visible on CCTV when you swipe the card. If you drive to the shop, they could easily find the number plate of the car.

This also applies to anyone who sometimes accompanies you, e.g. children.

(I don't know if this is legal or whether the do it, but the data is available.)