It's worth distinguishing between the tools that leave the data in your data warehouse (Caravel, Periscope, Mode, Looker (where I work)), and those that have their own data stores (Good Data, Qlikview, etc.) Tableau can connect directly to your datastore, but it's happier if it can operate on data that's stored locally in-memory.

Anyway, the ones where bring your own database can scale as far as the database can bring you.