Apparently there are some special cpu registers you can read to get power used by some components, probably not highly accurate but likely indicative.
Anandtech's review ( https://www.anandtech.com/show/13124/the-amd-threadripper-2990wx-and-2950x-review/4 ) covered some of this, they found the 2950WX infinity fabric was using 34 W at low load rising to 43 W at higher load. At low load the interconnect was using more power than the cpu cores. >
