A little hard to visualize without seeing the data but I have a question -
if the 4 sheets were the same data and were only different by the quarter - did you consider using a Union to append the 4 data files together
see the link on wildcard union Union Your Data
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I agree that you likely need to Union the quarters rather than joining. Create a new data source and drag and drop the quarter connections on top of each other rather than next to one another.
You can also do this in the newer Tableau Prep tool! Cheers!