Is it smart to open up a Roth IRA account even with my contributing to my TSP?

O-2, single, currently active duty Army officer. I’m already contributing to my TSP (mainly C and S funds) and want to build out a stronger retirement plan. I don’t have a Roth IRA yet, but I’d like to open one and max it out each year.

No dependents, steady paycheck, and manageable expenses. Since I’m still early in my career, I want to take advantage of compounding and tax diversification while I have the chance.

For those with experience—does it make sense to max out a Roth IRA in addition to contributing to my TSP, or should I just focus on pushing more into TSP first?