If possible, please share a small sample of the data involved in a tableau packaged workbook with a bit more information related to the expected outcome and where you are getting hung up.
Here are a few references to help.
Calculation Reference Library - filtered by Date topic.
I hope this gets you started.
Creating filters for dates at various levels means you will be creating calculated fields each extracting the year, month, day part and use these as filters.
For example, this calculation returns year portion:
You can further modify it to exactly return FY15 etc with simple IF-ELSE logic statements.
I have done Year-Over-Year, Month-Over-Month comparisons in tableau previously and will be glad to help you out if you can provide sample data. It takes some visualization techniques, but can provide excellent graphs for revealing 3 year behaviors.
Thanks everybody for your responses, I lost access to my tableau version until now. I will try and post back to this once I have been able to get my data in Tableau and tried your suggestions. Regards Mark.