The following article explains 2 possible approaches.
I tried the second approach - Using a dashboard filter. To make it work:
First rename the Title1 dimension in sheet "Title For Firm" to match the Title dimension in sheet "Firm Time Weighted Example" - they must match. (Right-click on the dimension, choose Rename, erase the 1 to set it to Title).
Now, in the dashboard, select the name from the "Title For Firm" sheet, and click the filter icon that appears in the top right corner of the sheet (darkened below). You'll see it applied to all sheets, regardless of the data source.
Hope this helps - don't hesitate to ask if you have more questions.