Yes, you can invest in both a TSP and an IRA. However, there can be deduction limits to the IRA based on your income and filing status. See IRS link for your income/filing status.
https://www.irs.gov/retirement-plans/2017-ira-deduction-limits-effect-of-modified-agi-on-deduction-i...
https://www.tsp.gov/PDF/formspubs/oc91-16.pdf
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