I live at about 7500 ft and regularly get up to as high as 9500 or so. With a turbo diesel I notice no loss of power and it performs excellently.
If anyone wants a more technical explanation:
The way all engines work is there is a set amount of fuel and it must have a matching amount of oxygen to adequately match this fuel. This is the case with both gasoline and diesel engines. A turbo charger is a propeller, powered by the force of air exiting your exhaust (so it is close to free power) that rams air into your engine. So it pre-pressurizes the air before the air is compressed in each engine cylinder, it also typically overpressurizes so it provides more air than the combustion process can consume. Diesels differ from gas engines, for some reason, in that the balance of air-fuel can be varable with no negative effects other than actual performance or power. Gas engines must maintain a proper air/fuel mixure ratio otherwise you get a slew of negative issues, some of which can destroy the engine (pinging/predetonation, etc). This is also why they sell three grades of gasoline while there is one grade of diesel. Octane is the measurement of the speed at which fuel burns. And finally, this is why you can turbo charge diesel engines fairly easily and even with turbos that were not ever meant for that vehicle, for example a Toyota 3B diesel with a Mitsubishi small gasoline car turbocharger attached to it.
Previously I lived at low level altitude back east. My NA ("naturally aspirated" aka non-turbocharged or supercharged) HJ60 with a factory Toyota non-turbo diesel was about 25% power loss at altitude difference between here and back east.
Back east my HJ60 was noticably more powerful than even my dad's V8 powered pickup truck. It went up the hills faster and I even towed a FJ40 that I sold, on my trip out here, to a gentleman in Chicago.
When I encountered the trip up through Kansas, going west up to the Mile High City, I started noticing black smoke in the tail pipe and loss of power. By the time I got to Colorado it was pretty bad. I actually thought something was genuinely wrong with it, and when I got to Utah I had the injectors rebuilt which did nothing other than increase smoke with no gain in power (because hte new injectors were delivering more fuel). It turned out to be nothing other than flat out altitude.
NOW, some engines have altitude compensators. All these do, similar to adjusting the fuel mixure screw on a carburetor, is reduce the amount of fuel proportionally to the detected altitude. So there is still a low of power with altitude on all NA engines. The percentage of power loss of a NA diesels is about 3% for each 1,000 feet. So at 3,000 feet it is about a 10% power loss. Where I live it is about a 20-25% power loss. I don't know what the percentage is for gasoline engines, but in general they take in less air on average so they are not as severly affected.
Ideally, the best high altitude engine is turbocharged, period. Because of the balance ratio needed for gasoline engines (because compressed air is still affected) a turbo diesel would be better than a turbocharged gasoline. Second best would be a turbo gase engine, or a noticably overpowered gas engine like a powerful V8 that you will not notice the power loss as far as performance. A NA gas engine with an altitude compensator would be best then there is no rotten-egg too much gasoline smell, common to what you smell from rockcrawlers in Moab. Finally followed by regular NA diesel engine which would absolutely have the worst performance in alitude, unless it was also drastically overpowered and also had an altitude compensator to reduce smoke. Altitude compensators with diesel are not necessary, many can simply be turned down with the turn of a screw. So if you are at elevation for weeks or months without dropping or raising noticably, you simply adjust the fuel ratio.