Here are some performance issues I could spot while playing the campaign :

1) Market : after a couple of hours, selling/buying at the market is very slow : the duration between the click and the moment the item is actually sold/bought is very long (and gets longer and longer over time), restarting the program and reloading the saved game fixes this, so I suspect a memory leak

2) Geoscape : after a couple of hours, unpausing the geoscape is also very slow (I especially noticed this when I was sending my aicrafts on interception missions), I suspect a memory leak here too.

3) Over the course of a very long game all of the geoscape interface will get laggy, with delays on every click, similarly to the Market interface.

4) The Alien AI becomes slower and slower. I think it's the AI decision making that takes time because I don't hear any footsteps or shots

5) When starting a mission, there is a delay between the end of the mission loading and the moment the computer give you control and your turn starts. For a short period, the interface is frozen until you can play. This period can be between 0 to a few dozen seconds. I'm not 100% sure about this but I think this freeze period increases over the course of a campaign.

6) The freeze period mentioned in 5) also increases when you restart a mission. In the end it's more practical to ALt+F4 and reload the game than to Esc+Restart mission.