Sa'id bin al-Musayyab (may Allah have mercy on him) said: The Companions (may Allah be pleased with them) of the Prophet (peace and blessings be upon him) used to perform Tamattu' in the months of Hajj, and if they did not perform Hajj that year, they offered no sacrifice at all.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 8790