Every time I've been to see my doctor around TOM, when his nurse asks about general health (fatigue, etc) she always phrases it as "more fatigued than normal for this time of month". So I have inferred from this that it is fairly common for women to be more easily fatigued around TOM, which certainly would have an effect on working out. I personally have at times had problems around TOM of getting lightheaded / passing out more easily
so I definitely try to be a little more conscientious of my body's responses to exercise around then. Definitely still exercising, but taking care not to push myself too hard.