You misunderstand. Setbacks like getting flipped by surf and hitting my head on the bottom, becoming disoriented and not knowing which way was the shore or even up. Instead of panicking, through calm, eliminating mental noise and practicing those over the years whether through some meditation or actively controlling conscious thought in training, I regrouped, continued, and won that race.
Setbacks like losing half my nutrition and liquid during an A race on the first lap of a four lap 56-mile bike leg, adjusting my plan to take on course nutrition, and still nailing my bike split and run.
Losing shoes, losing glasses, during an event without blinking and winning anyway.
Those are immediate examples where in years and races past I might’ve quit altogether, or certainly had my effort affected where through practicing calm and controlling self talk, I recovered to meet or even exceed goals where before I know I would have failed. I was wrapped up on expecting perfectly and when anything would go wrong, I’d suffer for it. No longer. And that took work.
Dan Millman’s fictional series Peaceful Warrior is great, and has helped frame the mindset I go for.