Andy Murray has to say it, and still more to believe it, because if you are as talented as he is, it is just too harsh to accept that when nature plonked you into a cradle 24 years ago it had only the delicacy not to attach the label of runner-up.
So of course Murray said it once again after his latest evisceration by Rafael Nadal in the US Open. It wasn't a problem of self-belief, he declared, just a question of finding the right way to play him.
The huge assumption here is that there is such a way to play someone who is, let's face the overwhelming weight of evidence for a moment, quite so inherently superior.
The reality is you either play with the conviction of a Nadal, or the extraordinary nerve of Novak Djokovic, which in the other semi-final enabled him to pull back two sets – and two match points – in the face of the latest attempted resurrection by Roger Federer – or you spend the rest of your career agonising over the possibilities of a perfect game-plan.
Murray has been taking the latter course for some years now – and too often with excruciating results. He was, most agree, too passive against Andy Roddick in one Wimbledon semi-final and too aggressive, at least in his opinion, against Nadal in another.
At the start of the year he wasn't so much beaten by Djokovic as dismantled piece by piece. Yet always there is the assumption that the moment of triumph has merely been delayed.
Some say, of course, that there is a big difference between the national psychodrama that built around the possibility of Tim Henman one day winning Wimbledon and the one that Murray inherits every time he goes into a Grand Slam tournament. It is that Murray is a far more talented player. Unfortunately, it is too often forgotten that it is ability repeatedly dwarfed by the scale of the resistance lurking at the other side of the net.
Djokovic, supremely now, and Nadal and Federer, even in his fading glory, have for some time constituted the most imposing elite in the history of tennis.
Yet, time after time, Murray is elected to a place beside them. It means that the fact that he still has to win his first Grand Slam title – while the Big Three aggregate swells to 29 – is increasingly a matter for rebuke rather than acknowledgment of the odds that should realistically be placed against him.
There is no shame in being No 4 when each of the men ahead of you, day by day, are playing some of the most astonishing tennis ever witnessed.
So maybe there has never been more compelling evidence that Murray, for all his frequently brilliant talent, his vast earnings, his capacity to walk away this morning and live a life of enviable ease, is trapped in a battle he cannot win – at least this side of an understanding that until time finally lands the killing blows on Federer (damaging ones are certainly coming at regular intervals now) and injuries and loss of form bedevil Djokovic and Nadal, there are never likely to be convincing grounds to make Murray favourite.
No doubt this will not prevent the usual questions when Murray appears at the Australian Open next January. Is this the one; is this the breakthrough? As long as Djokovic and Nadal and Federer are in more or less working order the dialogue will be as essentially foolish as ever.
This is not to forget the sub-plot theorising. Does Murray need the direction of a tough-minded coach or adviser who will spell out new priorities, not of fitness or hard work, about which Murray is scarcely negligent, but of an overall playing philosophy? Could someone of the status of a Boris Becker or a John McEnroe, if they had the time or the inclination or the reward, build some of the foundations that go into being a champion?
The trouble is that they would probably be the first to say that you cannot make a champion. He makes himself with the force of his ambition and the turn of his mind. Becker and McEnroe had done this long before they reached the relative maturity of 24 years.
Djokovic was born seven days after Murray and, if both came with formidable talent, the division between them, growing down the years, has become a chasm. The Serb claims he grew with his involv-ement in his nation's Davis Cup triumph. He says that it allowed him to get outside of himself and, heaven knows, his extrovert nature has been refined quite dramatically in the process of winning three Grand Slam titles and becoming world No1 with a run of consistent performances of quite staggering intensity.
For a while it was Federer and Nadal and the rest. Now it is Djokovic and Nadal and what is left of Federer. Murray is still on the outside, however much we talk him up, and where we saw this most clearly perhaps was not in the breathtaking force of Nadal this last weekend but in the moment when Djokovic made possible one of the most extraordinary comebacks in the history of the game.
With two match points against him, with Federer serving from the memory of how it was he became the greatest player tennis had ever known, Djokovic made a return for the ages. It was a shot of geometric and creative improbability and later he admitted it was an outrightgamble.
He said it could easily have gone the wrong side of the line, given the margins and the pressure of his situation. "Sometimes you have to gamble and see what happens," he shrugged. When the wager came home he raised his arms to a crowd that had been relentlessly hostile and asked them, it seemed, if they quite realised what they'd just seen.
If they did not, you have to suspect that tonight in the final against Nadal he will give them a more elaborate explanation. It was, of course, the work of a natural champion, the kind that sooner or later, we might have to accept, Andy Murray simply wasn't born to be.