Can you give me more background info on the desired result? Does the field Report Period have more than one record in the format "DD-MMM-YY to DD-MMM-YY"?
What is the purpose of Report Period? Should this field function as a date field?
Tableau Desktop does not easily work with date fields for which the individual records are ranges of dates, rather than individual dates. To easily convert the format in Tableau Desktop, it would be useful to know the intended end purpose for Report Period.