Granted, a setup with a pair of two Thunderbolt Displays, a Pegasus R6, a LaCie Little Big Disk SSD, and a LaCie Little Big Disk hard drive is pretty expensive ($8,593 from the Apple Store). And since most Thunderbolt peripherals available now tend to be for high-end use (RAID arrays, video capture boxes, etc.), the users involved in intricate Thunderbolt daisy chains tend to be professionals. But eventually, as Thunderbolt peripherals proliferate and come down in price, even casual Mac users will likely be creating chains of Thunderbolt-equipped devices
We also found that putting one of the Thunderbolt Displays at the beginning of the chain and putting the other Thunderbolt Display on the end didn't affect the performance of the Pegasus R6, but this configuration did slow down the write speed of the LaCie SSD from 153.9MBps to 139.3MBps, and the LaCie hard drive from 159.4MBps to 144.1MBps. Read speed was also a bit slower on the SSD in this chain, going from 438.8MBps to 412.8MBps.
With a Thunderbolt Display still at the beginning of the chain, we swapped the Thunderbolt Display at the end of the chain with a Cinema Display. The Pegasus R6 regained some of its speed, with a write speed of 433.4MBps and a read speed of 440.8MBps. The LaCie hard drive also benefitted, with speeds similar to when there was just a single Thunderbolt Display attached to the beginning of the chain. The LaCie SSD regained some ground, with a write speed of 208.5MBps and a read speed of 427.8MBps.
iMac, two displays, three drives
To see if the MacBook Pro was a factor in performance, we ran some tests using a build-to-order 27-inch 3.4GHz Core i7 iMac. We tested the Pegasus R6 by itself and saw a write speed of 533.9MBps and a read speed of 519.5MBps. With a Thunderbolt Display attached before the Pegasus R6 in the chain, we saw a write speed of 527.7MBps and a read speed of 526.8MBps. When we attached a Cinema Display to the Pegasus R6 (with the Thunderbolt Display still at the beginning of the chain), the Pegasus R6's write speed dropped to 430.1MBps, and its read speed dropped to 432.8MBps. Placing the Pegasus R6 between two Thunderbolt Displays dropped the write speed to 231.6MBps, while read speeds dipped, but at 396.9MBps, not by as much.