There are plugins that force all External links to open in a new tab, but nothing that i know of that would do it for all links so would require manual editing or searching and replacing in your database, not something i can advise on or recommend.
Speed wise it shouldn’t make a bit of difference. UX wise, personally and a lot of UX designers would agree, this is a big no no. Major issue for me is the mobile experience. This makes the handy back button null and void and to get back to the old tab now takes several clicks as opposed to one.