The reason that the data only shows for the current month is that the filter for a selected month is also filtering out all of the previous months data. You could try this method - Filtering the View Without Filtering Underlying Data | Tableau Software to filter the view without filtering the data.
If you post a workbook, we could help create such a filter. The Tableau sample data is a great place to start with sending/sharing workbooks with the community if your own data can not be shared.
I hope that helps.