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Performance within a Tableau Desktop workbook can be improved by a myriad of different tweaks and performance adjustments, that occur both on the Tableau and data source side. As performance has so many factors playing into it I am including several links that touch on generalized improvement as well as more specific adjustments that are more focused on optimizing the connection in use.
+ Create a performance recording of the Tableau Desktop workbook to help begin the investigation of where possible trip ups or slowing is occurring.
Record and Analyze Workbook Performance
Optimize Workbook Performance
Using Context Filters to Improve Performance
Improving Database Query Performance
Finally, a Tableau blog post, that details information on creating performant workbooks: https://www.tableau.com/about/blog/2016/1/5-tips-make-your-dashboards-more-performant-48574
I hope this helps!