I would expect the compensation loop of a common TCXO to have limited abilities in reacting to very fast temperature changes, but as long as the temperature stabilizes within the rated range of the TCXO, I'd expect the frequency to get back to its nominal value. Many TCXOs are rated for up to +85C and I doubt the temperature would raise above that in like 1s in direct sunlight, so I'd expect the shift to at most be only very temporary.
Are you sure it's a temperature problem? Is the TCXO you're using hermetic or not (some TCXOs are not)? It may also be just reacting to UV light. To check that, you could just cover the TCXO with a piece of black paper or black tape. Being black, it would heat up but reasonably block UV light. If the frequency doesn't drift, then you know it's not because of the temperature. Just a thought.