Not really, no. Our oldest sources for the life and death of Jesus are the Epistles of Paul and the four canonical Gospels. And none of them were written at the time. The dating of all of them is uncertain. But the earliest they were likely to have been written is some 30 years after the crucifixion. Nor do they appear to have been written by direct eyewitnesses. The authors of the gospels are unknown; their "traditional" authorship was assigned years after they were written. And there are no contemporary pagan records of Jesus.

None of this should surprise us at all of course. We have similar low levels of evidence for a lot of other significant figures of the period. For a lot of ancient figures we frequently have only a biography written 100+ years later. Jesus was a minor apocalyptic preacher during his life. His followers were mostly poor and illiterate. The surprising thing would be if we had a contemporary third party source on his life and death.