It sounds like a join would need to be used. Unfortunately, if the tables are not in the same database they will not be able to be joined. Blending the data would not work if the dates are different and your trying to do a time series analysis. The following KB may help to explain the differences better: http://kb.tableausoftware.com/articles/knowledgebase/join-vs-relationship-60
The best option if you can't get all the data in one data base would probably be to do a time serious analysis month by month and place each worksheet on a dashboard.
I think what you need here is to combine your data using a UNION, not a join. If they are text files (csv?), then you can perform a union on each one so long as they are in the same directory (they are then treated like tables in a database).
For example if you want to combine Jan and Feb data, connect to Jan, then edit the connection and write a custom SQL statement such as follows:
SELECT [Jan#txt].[amount] AS [amount],
[Jan#txt].[date] AS [date],
[Jan#txt].[status] AS [status]
SELECT [Feb#txt].[amount] AS [amount],
[Feb#txt].[date] AS [date],
[Feb#txt].[status] AS [status]
If you want more months then juct keep going with more UNIONS.
There's more information here... the article relates to a spreadsheet, but the method is more or less the same. http://kb.tableausoftware.com/articles/knowledgebase/union-related-data-across-multiple-excel-tabs
You may want to check out Julius Conception's answer here, he explains and shows a screenshot of how to do it using Custom SQL: