An HVAC controller that monitors the performance of an HVAC system during its operating by comparing a monitored parameter value (e.g. delta T) to a pre-determined limit stored in the HVAC controller memory in order to determine if a performance limit has been violated. In some cases, the HVAC controller may display on a display of the HVAC controller a user alert for at least some of the detected violations. In some instances, the HVAC controller may display or otherwise provide a user alert only after a pre-determined number of performance violations are detected by the HVAC controller. Alternatively, or in addition, the HVAC controller may accept one or more conditions that indicate when a user alert for a detected violation is not to be displayed on the display of the HVAC controller.