"Maybe there's a bit of regret because I had the lead twice before him," BBC Sport quotes Federer as saying.
"At the end of the day that doesn't matter, you have to get over the finish line in the set and then obviously the match. He was better at that today.
"What he does well - even in defence he stays somewhat offensive. That, I think, is what separates him from the rest a little bit."
Federer won the ATP World Tour Finals in 2010 and 2011.