Hello Lorna McGee,
Interesting, I haven't seen any performance issue following Cross Datasource.
I'm raising this thread, our community might be able to share their experience here as well, so we can better gather your feedback.
Thanks for your time.
Here is some lecture as well: Integrate your data with cross-database joins in Tableau 10 | Tableau Software
Lénaïc RIÉDINGER, Global Community Engineer Tableau
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