Wrong.
That statement is referring to his failure in all the events leading up to this. It refers to his failure to see the straying of the Jedi that ultimately led to Palpatine's success and Anakin's fall. Yoda failed because he never saw coming everything he should have, and because he didn't do his part to keep the Jedi order on track with the ideals on which it was founded. He wasn't saying "I failed at this battle," he was saying "I failed in general."
As far as the battle is concerened, Yoda does not lose. He runs away to regroup. There's a huge difference. Many, many people have done this in fiction and in fact throughout history. Regrouping constitutes a strategy, not a defeat.