Yes it gets slightly complicated, if you are comparing with plain old interest from FD kind of scenario.
But every REIT quarterly provides a statement of what they have paid, split between each component and its taxation.
For eg. below is snapshot of what I got from Brookfield for last quarter:
As you can see total distribution of Rs. 3000 (specific to me) is divided in 4 components. One is taxable (intrest) and TDS is deducted on it. Remaining three are tax free.
They also provide Form 16 for tax deducted.
I will be using this info to determine my taxable income and report accordingly.
Hope this helps.