What doesn't kills you makes you stronger. Well if your desire to win is strong enough then with training and time you can succeed.
And I kinda agree you learn from when things go bad. I mean as long as everything goes fine there is no reason to learn. But once the mailman jumps the moon, I tell you the cow might moo but you definitely are in for a harsh life lesson.
But being an underdog can be of use, people like underdogs.