The Dane has guided the Welsh club to Capital One Cup glory and a ninth-place Premier League finish, but could not give the home faithful a fitting finale.
He said: "It was disappointing, but the difference was us not taking our chances. For 30 minutes in the second half we could have scored two or three.
"But I am sure in a couple of days I will see the big picture.
"Everyone here says it is the best season ever for this club. I have only been here 10 or 11 months so I will I trust their judgement."