I have used both the blackmagic Intensity Extreme and Ultrastudio Recorder thunderbolt boxes on the retina macbooks and haven't noticed any additional latency vs the blackmagic cards in the Mac Pro towers.

Unscientifically I'm getting 1-2 frames of latency into the system over HDMI/1080i60 on the thunderbolt devices, I have not directly tested HDSDI however I'd assume similar results