Well in fact TryGetValue is faster. How much faster? It depends on the dataset at hand. When you call the Contains method, Dictionary does an internal search to find its index. If it returns true, you need another index search to get the actual value. When you use TryGetValue, it searches only once for the index and if found, it assigns the value to your variable.
Edit:
Ok, I understand your confusion so let me elaborate:
Case 1:
if (myDict.Contains(someKey))
someVal = myDict[someKey];
In this case there are 2 calls to FindEntry, one to check if the key exists and one to retrieve it
Case 2:
myDict.TryGetValue(somekey, out someVal)
In this case there is only one call to FindKey because the resulting index is kept for the actual retrieval in the same method.