Tableau fires query related to only first page/sheet and rest are executed when user moves to that sheet. You might check this from your Tableau desktop log file situated under My Tableau repository.
User filter: Are you talking about row level security or quick filter. In both case there is an impact on performance since Tableau has to do extra level of calculations.
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If you have a look from Tableau 9.0 they are supporting parallel queries, query fusion and query aggregation. These three will take care of firing the queries in a sequential fashion.
Tableau 9.0 also takes better advantage of the capabilities of source databases to execute more queries at the same time. This new “Parallel Queries" feature will improve Dashboard performance, on Desktop and Server.
What’s better than faster queries? Fewer queries. Tableau 9.0 has a new technology for database connections called Query Fusion that will look at all of the queries in your dashboard and find ways to simplify them into fewer queries. That will result in less work for the database and faster response times for the user.
External Query Caching
Finally, imagine that no queries need to run at all, and tools simply step out of the way when starting analysis. When loading a workbook for the first time, Tableau queries the data source to get the values to create the visualizations. However, what happens the second time? If the data hasn’t changed, like with extract-based workbooks, why even query the data source?
Please take a look at this also 9.0 Preview: Query Performance Improvements | Tableau Software