Overall, we always want to have the best performing dashboard, weather it's about speed, reliability or meeting objectives.
In terms of speed, we want to be able to view the dashboard and apply any interactivity in timely manner, or refresh any datasource extracts quickly.
Within tableau desktop you have a workbook optimiser to help you with performance! Under server, select run optimiser and you will get this view:
These will give you quick tips about what can be done on your dashboard!
Another good way to improve the loading speed of your dashboard is to have your data as a hyper file. This is an extract which can be created either in the data source pane of tableau desktop or in tableau prep.
I would also recommend using tableau prep to make any changes in the data rather than using relationships, the preparation will be longer but you will be able to make changes to your extract much quicker whenever you need!
If you are worried that an extract means you won't have live data anymore, remember that tableau 'live' data is just the same as refreshing an extract upon opening the workbook.
In terms of what's on the dashboard there are some best practices for your performance here's a list:
1) Remove fields you do not use
2) Add an apply button to filters
3) Not using context filters
4) Dates and strings are slow, only use when essential
5) Avoid complex rendering
6) Avoid having too many queries
These are the quick tips and general ideas of how to improve the performances of your dashboard! There are other ways but they get more specific to each dashboar'ds use and issues.