Nothing related here raises issues of a sound claim against your manager or employer. Perhaps there is more to the story.
Most retaliation by supervisors and managers is not unlawful. Acts of retaliation are unlawful only when based on the employee's exercise of anti-discrimination rights and other protected activity, such as complaints about unlawful discriminatory practices. Here, because your original complaint was not within the legal definition of protected activity, the manager's retaliation (assuming that it can be proven to be that) is unlikely to be found to be unlawful.
There is also nothing improper or unlawful about the manager's review of your performance, even if his assessment is wrong. Nor do you have a legal ground for complaining about the timing of the manager's performance review.
Unless there is more to this story that you did not include here, it is unlikely that you have a sound employment law claim and you need to start thinking about ways to salvage this situation.
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You point out that you are the only two female members of the team, and you were the ones he said were underperforming. Discrimination on the account of sex is unlawful, but your statement of the facts suggested that he more likely retaliated against you because you complained about him---perhaps unfair, but still legal---than he did discriminate against you because of your sex. You would need a lot of evidence of sex-related discrimination to show that that was the reason for his conduct.