Just my opinion, but TSP is run better than just about any other retirement program out there. I retired years ago, so have not been able to invest further in my account, but I keep it because of the simplicity and low cost. Look around, but I think you'd do better to keep it where it is.
I retired years ago, so have not been able to invest further in my account,
If you have an IRA or other qualifying account, you can roll that into TSP. I did that several years ago and it worked fine.
I made the mistake of letting a so-called financial advisor associated with my (now former) credit union convince me to move my military TSP into various mutual funds after I retired. When I made that rollover, I lost the tax-exempt withdrawal aspect of the contributions I made while serving in a combat zone. I asked the advisor specifically about that issue and he said it wouldn't happen. Of course, the rollover couldn't be undone at that point. Strike 1 (probably also counts as Strike 2).
The funds' performance wasn't bad, but despite claims that we'd have a yearly review on portfolio allocation I never heard from the advisor for a couple of years unless he had something new he wanted to sell. Strike 3. After a couple more years of not hearing anything we assumed he no longer cared, and rolled everything over to TD Ameritrade.