Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement delta2[over ] of individual particles remains a random variable while indicating that the particle motion is subdiffusive. We investigate this type of ergodicity breaking within the continuous time random walk model and show that delta2[over ] differs from the corresponding ensemble average. In particular we derive the distribution for the fluctuations of the random variable delta2[over ]. Similarly we quantify the response to a constant external field, revealing a generalization of the Einstein relation. Consequences for the interpretation of single molecule tracking data are discussed.