This varies hugely with the type of TCXO. Here's a Fox TCXO (10 MHz) as the temperature slowly changes from 37C to 39C, then back down to 35C: The small 0.1 Hz steps are my measurement resolution, the approx 1 Hz steps are the TCXO digital correction (plot is frequency vs time):

The TCXO stays within its specifications, but the jumps may not be acceptable (they weren't for my application). Even in a stable environment the frequency will appear to randomly jump +/- 1 Hz.
Here's an Abracon 10 MHz TCXO with a smoother correction characteristic -- it looks like a more traditional linear compensation design, but I don't actually know what's inside it. This plot is frequency vs temperature, over several cycles. This TCXO also stays within spec, but has much less random-looking variation. You can see the "retrace" effect on the frequency. Even OCXO's exhibit some degree of retrace:

Finally, here are some measurements I made on a SiTime MEMs TCXO (10 MHz), both freq vs time, and freq vs temperature. I was using a "reptile incubator" as a thermal test chamber, and you can see effect on frequency when the chamber fans were cycling on and off (I later modified the chamber to fix this problem and give me better control of the temperature):

This oscillator is a micromachined silicon resonator. It also stays in spec, shows "retrace", and has a very clean output, FM-wise.