For the sake of understanding the prophecies of Revelation and the coming final events, know that there is a difference between tribulation that is persecution caused by Satan and tribulation that is the wrath caused by God.
Believers of every age have experienced persecution brought upon them because of the hate of Satan against the followers of Christ. Jesus said in John 16:33 “In the world you will have tribulation” (ESV), and those martyred by the Romans in the past or by the Islamist today, know that.
However, the tribulation that we will escape in the rapture is commonly referred to as God’s wrath and is sent as judgement to try the wicked, not persecute the saints. Jesus says “I will keep you from the hour of trial that is coming on the whole world, to try those who dwell on the earth” (Revelation 3:10, ESV). That’s the tribulation that “will be great tribulation, such as has not been from the beginning of the world until now, no, and never will be” (Matthew 24:21, ESV).