It's trivial, and indeed you can read about this discussion in many papers. I will give you a run-down.
A naked insecure connection through HTTP has response times as low as 100ms coast to coast (US). This makes these connections look instant or almost instant. It's impossible to achieve neither anonymity nor encryption through a naked single connection - you need several, at the very least for AUTH - and this alone multiplies the latency vs a single connection. The problem is that the naked eye can notice the difference between 100ms and 200ms, so the experience cannot be the same. The speed of light is already significant in world-wide distances when you consider a number of hops and a minimum number of messages being necessary to ACK, AUTH and then provide some anonymity layer that hides both sides of the connection.
Anonymous, secure, encrypted random web browsing CANNOT be as fast as a naked open connection. The difference can be minimised over long transfers, but latency over many requests is always going to be several times higher.
You can make all connections theoretically so fast that even a 5-fold slow down is still "fast enough", but for many small transfers it simply cannot be done so fast that it's humanly not noticeable.
Alas, there's ALWAYS going to be a noticeable difference between open connections and hardened connections (to the standard we are talking about in this thread). A simple AUTH cannot be done so fast that a connection across the Atlantic is not humanly noticeable. And what we are talking about implies a whole lot more than that.