On Saturday they were terrible in the first half, allowing Gary Cahill to open the scoring during a period in which Chelsea should have sealed the match.
"At home we seem to play better in the second half than the first," said Vertonghen, who signed from Ajax this summer.
"We need to think about how to put two strong halves together. We need to work out how to put a bit more pressure on teams from the start.
"They were the best team I faced this year, but I knew they would be. I knew their players before I came here and what they are capable of.
"Chelsea are a good team but I feel we should have done better."