How can I make a small RF tracking device?

How can I make a small RF tracking device that will fit in a pocket and has about a 3000 foot range?
Thanks.

If you use a very high microwave frequency then a directional antenna might fit in your pocket. When you swing it around it will give maximum signal when pointing in the direction of the transmitter, and "something" can guess at the distance.

I don't know where you will find a microwave transmitter and receiver. I don't know the amount of time a small battery in the transmitter and receiver will last.

Would a small radio transmitter work with a directional antenna? And if that would work how would I make a directional antenna for a radio?

How do I make a directional antenna for an AM/FM radio?

A ferrite bar or "loop" antenna for an AM radio is directional in two directions.
A Yagi antenna for an FM radio is fairly large (about 1m squared) but is directional in one direction.

You could be better off using a small GPS receiver then sending the coordinates via a low frequency transmitter to a modern smartphone. Are you looking for a model aeroplane/rocket?