Tally on Linux is much faster than Windows. Generally it is assumed that since Tally is running upon emulator called "wine", it will be slower. But Enjay has done special engineering with Wine and Linux File system to increase the speed of Tally ERP on Linux.
Don't take our word for it, just have a look at following video.
More over there are other tips to increase speed of Tally ERP, which are listed on this article.