This probably has more to due with something outside of Tableau than the software itself.
Are you using an Extract or Live Data? If the latter, try using an Extract--you will notice a difference, particularly if querying your database live is slow. There are also all kinds of articles and forum threads on how to improve performance within Tableau.
There are a lot of reasons why this could happen, but it has little to do with Tableau and more to do with the data and your Server/Desktop machines.