Tsonga is the only guy I can think of who has beaten Djokovic, Nadal, Federer and Murray in majors
He is the only one.
Here are all of their losses in majors:
Rafael Nadal
2003 Wimbledon R32: Paradorn Srichaphan def. Rafael Nadal (6-4, 6-4, 6-2)
2003 US Open R64: Younes El Aynaoui def. Rafael Nadal (7-6, 6-3, 7-6)
2004 Australian Open R32: Lleyton Hewitt def. Rafael Nadal (7-6, 7-6, 6-2)
2004 US Open R64: Andy Roddick def. Rafael Nadal (6-0, 6-3, 6-4)
2005 Australian Open R16: Lleyton Hewitt def. Rafael Nadal (7-5, 3-6, 1-6, 7-6, 6-2)
2005 Wimbledon R64: Gilles Muller def. Rafael Nadal (6-4, 4-6, 6-3, 6-4)
2005 US Open R32: James Blake def. Rafael Nadal (6-4, 4-6, 6-3, 6-1)
2006 Wimbledon F: Roger Federer def. Rafael Nadal (6-0, 7-6, 6-7, 6-3)
2006 US Open QF: Mikhail Youzhny def. Rafael Nadal (6-3, 5-7, 7-6, 6-1)
2007 Australian Open QF: Fernando Gonzalez def. Rafael Nadal (6-2, 6-4, 6-3)
2007 Wimbledon F: Roger Federer def. Rafael Nadal (7-6, 4-6, 7-6, 2-6, 6-2)
2007 US Open R16: David Ferrer def. Rafael Nadal (6-7, 6-4, 7-6, 6-2)
2008 Australian Open SF: Jo-Wilfried Tsonga def. Rafael Nadal (6-2, 6-3, 6-2)
2008 US Open SF: Andy Murray def. Rafael Nadal (6-2, 7-6, 4-6, 6-4)
2009 French Open R16: Robin Soderling def. Rafael Nadal (6-2, 6-7, 6-4, 7-6)
2009 US Open SF: Juan Martin del Potro def. Rafael Nadal (6-2, 6-2, 6-2)
2010 Australian Open QF: Andy Murray def. Rafael Nadal (6-3, 7-6, 3-0 ret.)
2011 Australian Open QF: David Ferrer def. Rafael Nadal (6-4, 6-2, 6-3)
2011 Wimbledon F: Novak Djokovic def. Rafael Nadal (6-4, 6-1, 1-6, 6-3)
2011 US Open F: Novak Djokovic def. Rafael Nadal (6-2, 6-4, 6-7, 6-1)
Roger Federer
1999 French Open R128: Patrick Rafter def. Roger Federer (5-7, 6-3, 6-0, 6-2)
1999 Wimbledon R128: Jiri Novak def. Roger Federer (6-3, 3-6, 4-6, 6-3, 6-4)
2000 Australian Open R32: Arnaud Clement def. Roger Federer (6-1, 6-4, 6-3)
2000 French Open R16: Alex Corretja def. Roger Federer (7-5, 7-6, 6-2)
2000 Wimbledon R128: Yevgeny Kafelnikov def. Roger Federer (7-5, 7-5, 7-6)
2000 US Open R32: Juan Carlos Ferrero def. Roger Federer (7-5, 7-6, 1-6, 7-6)
2001 Australian Open R32: Arnaud Clement def. Roger Federer (7-6, 6-4, 6-4)
2001 French Open QF: Alex Corretja def. Roger Federer (7-5, 6-4, 7-5)
2001 Wimbledon QF: Tim Henman def. Roger Federer (7-5, 7-6, 2-6, 7-6)
2001 US Open R16: Andre Agassi def. Roger Federer (6-1, 6-2, 6-4)
2002 Australian Open R16: Tommy Haas def. Roger Federer (7-6, 4-6, 3-6, 6-4, 8-6)
2002 French Open R128: Hicham Arazi def. Roger Federer (6-3, 6-2, 6-4)
2002 Wimbledon R128: Mario Ancic def. Roger Federer (6-3, 7-6, 6-3)
2002 US Open R16: Max Mirnyi def. Roger Federer (6-3, 7-6, 6-4)
2003 Australian Open R16: David Nalbandian def. Roger Federer (6-4, 3-6, 6-1, 1-6, 6-3)
2003 French Open R128: Luis Horna def. Roger Federer (7-6, 6-2, 7-6)
2003 US Open R16: David Nalbandian def. Roger Federer (3-6, 7-6, 6-4, 6-3)
2004 French Open R32: Gustavo Kuerten def. Roger Federer (6-4, 6-4, 6-4)
2005 Australian Open SF: Marat Safin def. Roger Federer (5-7, 6-4, 5-7, 7-6, 9-7)
2005 French Open SF: Rafael Nadal def. Roger Federer (6-3, 4-6, 6-4, 6-3)
2006 French Open F: Rafael Nadal def. Roger Federer (1-6, 6-1, 6-4, 7-6)
2007 French Open F: Rafael Nadal def. Roger Federer (6-3, 4-6, 6-3, 6-4)
2008 Australian Open SF: Novak Djokovic def. Roger Federer (7-5, 6-3, 7-6)
2008 French Open F: Rafael Nadal def. Roger Federer (6-1, 6-3, 6-0)
2008 Wimbledon F: Rafael Nadal def. Roger Federer (6-4, 6-4, 6-7, 6-7, 9-7)
2009 Australian Open F: Rafael Nadal def. Roger Federer (7-5, 3-6, 7-6, 3-6, 6-2)
2009 US Open F: Juan Martin del Potro def. Roger Federer (3-6, 7-6, 4-6, 7-6, 6-2)
2010 French Open QF: Robin Soderling def. Roger Federer (3-6, 6-3, 7-5, 6-4)
2010 Wimbledon QF: Tomas Berdych def. Roger Federer (6-4, 3-6, 6-1, 6-4)
2010 US Open SF: Novak Djokovic def. Roger Federer (5-7, 6-1, 5-7, 6-2, 7-5)
2011 Australian Open SF: Novak Djokovic def. Roger Federer (7-6, 7-5, 6-4)
2011 French Open F: Rafael Nadal def. Roger Federer (7-5, 7-6, 5-7, 6-1)
2011 Wimbledon QF: Jo-Wilfried Tsonga def. Roger Federer (3-6, 6-7, 6-4, 6-4, 6-4)
2011 US Open SF: Novak Djokovic def. Roger Federer (6-7, 4-6, 6-3, 6-2, 7-5)
Novak Djokovic
2005 Australian Open R128: Marat Safin def. Novak Djokovic (6-0, 6-2, 6-1)
2005 French Open R64: Guillermo Coria def. Novak Djokovic (4-6, 6-2, 3-2 ret.)
2005 Wimbledon R32: Sebastien Grosjean def. Novak Djokovic (7-5, 6-4, 5-7, 6-4)
2005 US Open R32: Fernando Verdasco def. Novak Djokovic (6-1, 4-6, 6-7, 6-4, 6-4)
2006 Australian Open R128: Paul Goldstein def. Novak Djokovic (6-2, 1-6, 6-3, 6-2)
2006 French Open QF: Rafael Nadal def. Novak Djokovic (6-4, 6-4 ret.)
2006 Wimbledon R16: Mario Ancic def. Novak Djokovic (6-4, 4-6, 4-6, 7-5, 6-3)
2006 US Open R32: Lleyton Hewitt def. Novak Djokovic (6-3, 6-1, 6-2)
2007 Australian Open R16: Roger Federer def. Novak Djokovic (6-2, 7-5, 6-3)
2007 French Open SF: Rafael Nadal def. Novak Djokovic (7-5, 6-4, 6-2)
2007 Wimbledon SF: Rafael Nadal def. Novak Djokovic (3-6, 6-1, 4-1 ret.)
2007 US Open F: Roger Federer def. Novak Djokovic (7-6, 7-6, 6-4)
2008 French Open SF: Rafael Nadal def. Novak Djokovic (6-4, 6-2, 7-6)
2008 Wimbledon R64: Marat Safin def. Novak Djokovic (6-4, 7-6, 6-2)
2008 US Open SF: Roger Federer def. Novak Djokovic (6-3, 5-7, 7-5, 6-2)
2009 Australian Open QF: Andy Roddick def. Novak Djokovic (6-7, 6-4, 6-2, 2-1 ret.)
2009 French Open R32: Philipp Kohlschreiber def. Novak Djokovic (6-4, 6-4, 6-4)
2009 Wimbledon QF: Tommy Haas def. Novak Djokovic (7-5, 7-6, 4-6, 6-3)
2009 US Open SF: Roger Federer def. Novak Djokovic (7-6, 7-5, 7-5)
2010 Australian Open QF: Jo-Wilfried Tsonga def. Novak Djokovic (7-6, 6-7, 1-6, 6-3, 6-1)
2010 French Open QF: Jurgen Melzer def. Novak Djokovic (3-6, 2-6, 6-2, 7-6, 6-4)
2010 Wimbledon SF: Tomas Berdych def. Novak Djokovic (6-3, 7-6, 6-3)
2010 US Open F: Rafael Nadal def. Novak Djokovic (6-4, 5-7, 6-4, 6-2)
2011 French Open SF: Roger Federer def. Novak Djokovic (7-6, 6-3, 3-6, 7-6)
Andy Murray
2005 Wimbledon R32: David Nalbandian def. Andy Murray (6-7, 1-6, 6-0, 6-4, 6-1)
2005 US Open R64: Arnaud Clement def. Andy Murray (6-2, 7-6, 2-6, 6-7, 6-0)
2006 Australian Open R128: Juan Ignacio Chela def. Andy Murray (6-1, 6-3, 6-3)
2006 French Open R128: Gael Monfils def. Andy Murray (6-4, 6-7, 1-6, 6-2, 6-1)
2006 Wimbledon R16: Marcos Baghdatis def. Andy Murray (6-3, 6-4, 7-6)
2006 US Open R16: Nikolay Davydenko def. Andy Murray (6-1, 5-7, 6-3, 6-0)
2007 Australian Open R16: Rafael Nadal def. Andy Murray (6-7, 6-4, 4-6, 6-3, 6-1)
2007 US Open R32: Hyung-Taik Lee def. Andy Murray (6-3, 6-3, 2-6, 7-5)
2008 Australian Open R128: Jo-Wilfried Tsonga def. Andy Murray (7-5, 6-4, 0-6, 7-6)
2008 French Open R32: Nicolas Almagro def. Andy Murray (6-3, 6-7, 6-3, 7-5)
2008 Wimbledon QF: Rafael Nadal def. Andy Murray (6-3, 6-2, 6-4)
2008 US Open F: Roger Federer def. Andy Murray (6-2, 7-5, 6-2)
2009 Australian Open R16: Fernando Verdasco def. Andy Murray (2-6, 6-1, 1-6, 6-3, 6-4)
2009 French Open QF: Fernando Gonzalez def. Andy Murray (6-3, 3-6, 6-0, 6-4)
2009 Wimbledon SF: Andy Roddick def. Andy Murray (6-4, 4-6, 7-6, 7-6)
2009 US Open R16: Marin Cilic def. Andy Murray (7-5, 6-2, 6-2)
2010 Australian Open F: Roger Federer def. Andy Murray (6-3, 6-4, 7-6)
2010 French Open R16: Tomas Berdych def. Andy Murray (6-4, 7-5, 6-3)
2010 Wimbledon SF: Rafael Nadal def. Andy Murray (6-4, 7-6, 6-4)
2010 US Open R32: Stanislas Wawrinka def. Andy Murray (6-7, 7-6, 6-3, 6-3)
2011 Australian Open F: Novak Djokovic def. Andy Murray (6-4, 6-2, 6-3)
2011 French Open SF: Rafael Nadal def. Andy Murray (6-4, 7-5, 6-4)
2011 Wimbledon SF: Rafael Nadal def. Andy Murray (5-7, 6-2, 6-2, 6-4)
2011 US Open SF: Rafael Nadal def. Andy Murray (6-4, 6-2, 3-6, 6-2)