Check the spring in the valve is intact - i.e. does it hold air with it unscrewed. Usually does but I have seen tubes with the spring gone so air gushes out as soon as you unscrew.
Also do both of the same pump on different tube/wheel, and different pump on same tube/wheel tests, for diagnostic reasons.
Only then will you be able to conclude whether it's pump, tube/valve, both, or neither.