From this post How do I change time zone?
"Tableau has no auto-magic goodness around time zone conversion that is stored outside of Tableau.
We actually store our own dates internally as UTC and have some non-public code that converts that stuff in reports that we serve up, but it's not something you can leverage yourself.
You'll have to use some sort of DateAdd() or TSQL approach to fix these up. Sorry."
Please mark the answer as CORRECT & HELPFUL if it really helps you
Depending on which pod you are on (e.g. 10az, us-west-2b, dub01, etc) will dictate the server timezone setting. Per this KB:
...Relative Date Filters, and time stamps are localized to the timezone of the Tableau Server or Tableau Online. Most of our pods are set to UTC; our legacy 10ay/az pods on the US West Coast are set to Pacific Time.
Hopefully that KB article will help answer and provide a suitable workaround!