Copied from http://www.tp-link.com/en/article/?faqid=690.
Q:Why internet speed is slower when devices are connected to the router than connected directly to the modem?
A: To figure out the problem, We need collect some basic information:
1. How did you test the internet speed? What kind of software or method did you use?
2. How many computers and devices are connected to TP-LINK router? With ethernet cable or via wireless?
3. Is the internet also slow when your computer is connected to the router with an Ethernet cable?
4. When you checked the Internet speed, did you have any torrent software on the computer, like downloading files, or watching video online? How about on other computers?
5. Compare the speed like below:
(1) Bypass the TP-LINK router and hook up computer directly to your modem, download a file from Internet, and check the download speed;
(2) Hook up the modem to the router and router to your computer, download the same file from the same resource with the same download tool, check the download speed again.