Congrats on your new car. I live in Evergreen at 7500 ft, one of my cars is a 85 300TDT, the car performs very well at this altitude. Going up I-70 at 80 MPH on the steep parts.
The difference in performance at sea level is that the turbo lag is much less noticable. In order to improve it I blocked the EGR vacume line (better response off the line) and adjusted the ALDA and the turbo boost pressure to about .9 bar. My car has the KKK turbo so the adjustement is very easy, I believe that yours has the Garrett which requires the boost control valve to be disassembled in order to adjust the spring tension. Not hard just more time consumming. This will make a huge differance.
Good luck
Ron
1985 300TDT
1993 300D
1999 E300 sold
1999 E320 AWD WAGON
2003 E55 AMG
2004 E320 CDI on order