Our last two performances against Liverpool and Chelsea prove his point to a certain degree although he was disappointed to only take a point from both fixtures.
Carlo Cudicini's heroics kept us at bay in Sunday's goalless draw against Chelsea, a game we deserved to win but nevertheless, we remain fifth in the table.
Did Teddy think we were bridging that gap? "Yes, definitely," stated the skipper. "We've still got a few top players to come back as well and once they come back, we have a real chance of pressing on. I feel confident about that and that we will finish the season really well."
Teddy was one of the players denied by Cudicini on Sunday alongside Gus Poyet and, most notably, Jamie Redknapp.
He reflected: "I hit it into the ground, knew there was a lot of pace on it and swerving all over the place, so he did well to save that and Jamie's as well plus one or two others.
"I felt first half we showed them a little too much respect and didn't get at them like a home team should do when we're up in the top five.
"It would have been nice to put more pressure on them but we upped the tempo in the second half, really got at them and had three or four chances where we could have won the game, so that was pleasing.
"I can't remember them having a really good chance off the top of my head so that's the disappointing thing, that we've only managed one point when they were there for the taking. But we'll get plenty of belief out of that."
Teddy Sheringham is confident that we're closing the gap on the top teams in the Premiership.