Currently, when use Relative Date Filter or Slicer, when you want relative to calendar week, month or year, is possible use three operators "is in the last", "is in this" and "is in the next", which ...
This seems to be the active idea currently being voted on if you've not already added your vote.
https://ideas.powerbi.com/ideas/idea/?ideaid=3a4f1ba4-1b70-4fde-8cbc-6da444d11ad6
It currently needs more - so if you've only voted on the community page, then I think a vote on this will also help.