Make early sporting exit, but not be “distressed” (4,3,3)

I believe the answer is:

miss the cut

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'early sporting exit but not be distressed' is the definition.
I don't know anything about this answer so I can't judge whether it can be defined by this definition.

'make' is the wordplay.
I cannot really see how this works, but
'make' could be 'cut' (cutting is a kind of making) and 'cut' is found within the answer.
This may be the basis of the clue (or it may be nonsense).

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I've seen this clue in The Times.

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