In Tableau community I frequently came across this tip for improving performance for the first user after data refresh so thought of checking its reliability and made sure, yes it does.
http://kb.tableau.com/articles/howto/warming-the-tableau-server-cache-using-subscriptions
Sometimes Tableau KB URLs are not working so I just copy-pasted below content from it.
Warming the Tableau Server Cache Using Subscriptions Published: 28 Apr 2015 Last Modified Date: 14 Nov 2016 Question How to improve workbook performance by warming the Tableau Server cache using subscriptions. Environment Tableau Server Answer Starting with Tableau Server 9.0, the Cache Server can be warmed with data using the Subscription function. Triggering a subscription email that includes a thumbnail after executing an extract refresh will cause the queries to run for the viz and load into the external query cache.
Example Use Case Scenario: a user wants a fast-loading view for an 8AM meeting. Tableau Administrator schedules an extract refresh at 2AM. Tableau Administrator schedules a subscription email at 5AM. User loads workbook quickly from stored cache. Note: if “Refresh More Often” is selected in the Data Connections tab of Configure Tableau Server, the cache be cleared every time the view is loaded. Additionally, regardless of cache setting, if a user hits the “Refresh Data” button on the toolbar, the Tableau Server will fetch new data.
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