I've found a lot of peace by giving up fandom.
Initially it was the Bears. I grew up in Chicago. I was 7 years old when they won the Super Bowl, used to watch a VHS tape my dad had bought all the time that was a season recap, and still have a soft spot in my heart for the Super Bowl Shuffle.
But then, after decades of ineptitude, it became hard. And then they finally gave me a reason to root for them (got Kyle Orton), but got rid of him for Jay Cutler, and I gave up. Now I watch NFL football for enjoyment, but I'm not truly a "fan" of any NFL team. I don't have to care either way--and per 94, now I can root for my fantasy players in peace without worrying whether a player going off against "my team" will give me a personally good outcome but "my team" lose.
You all know what happened to me with Purdue, of course. I took losses too hard. That might be okay if there was ever an opposite "payoff" in the end, but Purdue never gave it to me. It's not like I ever thought Purdue was likely in any given year to go to the Rose Bowl or make the CFP, but with conference expansion, a CCG, etc I tend to believe it's basically something they'll never see in my lifetime. They *should* make up for that on the hardcourt, but, again, we all know how that's turned out. I got all the pain of the losses, and all I ever felt in wins was relief, not joy. It was irrational not to get out of that abusive relationship.
So I gave up. Now I don't feel anything, and that's a hell of a lot easier.