My doctor thinks I'm having a miscarriage

I'm 21.. First month TTC and I got 5 BFPs after a 5 day late AF. Yesterday I started to bleed very light and today it's like a period. I took another preg test and got "not pregnant". Horrible to look at. Explained all to my doctor and because I would only be 4 weeks and 5 days there's nothing they can do as scans would show nothing and that's just it. Feel heartbroken I know it was our first month but I never thought I'd have a miscarriage. :(