If you're working in Tableau Desktop locally, you could just save an archive version each month with a different name.
If you're publishing to Tableau Server, similarly you could just change the name each time you publish.
Thank you Tom for responding. As you mentioned point 1 - I would like to add more here, In my report I am using CUSTOM SQL, so the problem is every time when I am opening this saved report. it ask to reconnect the database and then report is running. so this report ending with update data. that mean I am loosing history data reports. so seems like this approach is not working for me. - Please suggest me if I am missing any things while doing this. so I can correct. please suggest
Point 2 - Yes we can achieve this but here we would like to automate this process, we just want to avoid manual process every month. Is this feasible in tableau ?