Even sharing information, how do they build a profile without third party cookies?

For instance, suppose I visit a travel website on Thursday and a sports website on Friday. Even if they work together, how do they figure that the person who visited on Thursday is the same as the person who visited on Friday? And how would Facebook match that when I visit them in order to serve a travel or sports ad?

If I ban third party cookies, use a VPN, and obfuscate my browser/hardware, then I don’t see how they could build a profile that follows me around the web.