A theory of abstaining from sexual activity postulates that sexual frustration increases aggression since testosterone would still be in the body instead of expelled due to ejaculation.
A "Clinical Journal of Sport Medicine" article by Samanatha McGlone and Ian McShrier, titled Does Sex the Night Before Competition Decrease Performance? and published in 2000, suggests that sex the night before has no effect on performance.
One example the authors cite from three physiological studies involved 14 married males to test their grip strength after at least six days of abstinence. This study suggests that sex had no effect on the men's strength or endurance in the test. Another similar study tested "grip strength, balance, lateral movement, reaction time, and aerobic power" on 10 fit and married men with the similar results. The last study cited, Effects of sexual intercourse on maximal aerobic power, oxygen pulse, and double product in male sedentary subjects, also produced similar conclusions.
Since this is a physiological study, performance would degrade if the sexual activity lead to complete exhaustion. At most 250 calories are burned an hour during (aggressive) sex according to Dr. Gabe Mirkin. A study of heart rate, rate-pressure product, and oxygen uptake during four sexual activities shows that the maximum peak of exercise occurs during orgasm but quickly subsides to baseline levels thereafter.
However, that is not to say these studies are absolute. The authors suggest that the effects of aggression on non-physiological variables such as attitude and motivation should have been measured. In addition, there are a number of factors like time of day, stress, fatigue, frequency and duration of sex, diet, sexual partner, and individual sexual responses that are difficult to control in a study.
The article isn't conclusive, but it also doesn't dive into mentality at all. In general, sex doesn't seem to have any significant physiological effects.