Tableau context filters allow you to cut down the amount of data that flows into your viz, which can help improve performance. We demonstrate this using a top 5 filter - usually the top 5 filter is calculated on all the data, which means a filter moves items in and out of the set and can result in your top 5 having fewer than 5 items. When a context filter is applied, only the data that passes the filter is used to calculate the top 5, so you always have the correct number of items in your filter, and it's calculated on less data, which means a faster query.
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