Fiscal calendars can be really tricky. One of the most fool-proof ways I deal with them is by blending my primary datasource against a "Fiscal Calendar" excel file which has a direct mapping of Calendar date to Fiscal date.
Once that is established, things work pretty smoothly.
I believe all the fiscal calendar has it's own logic.
Try to find the start date of each Fiscal year, sometimes it's driven my Date of 1st, or sometimes driven by "Weekday" like Sunday.
You cannot used Tableau equipped Fiscal year, but if you understand the logic in detail, conversion is not difficult.
Using Excel is kind of troublesome from my experience.
Here is one example.