In response to a question about studying Chumash with Rashi, the Rebbe writes that the general custom is to complete the daily Chumash portion during the day, or at night if needed. He notes he has not heard of a specific insistence on the exact sequence of Chumash, Tehillim, and Tanya.
https://www.torahrecordings.com/rebbe/004_igros_kodesh/iyar/1010