^ This guy is right
Two Collossi are strong vs a Protoss Death Ball, even upgraded. Zealots are melted before they can reach a Colossus. Your Immortals should have focused down them (hi 50damage vs Armored).
I've lost so many fights even when i had a 20 supply lead because i can't still micro properly. Start watching your replays, and see what you did wrong and fix it next game.