Map from Google - Turks_and_Caicos

The Turks and Caicos Islands have a tropical climate, a bit arid compared with other Caribbean islands: the annual rainfall amounts to around 27.5/30 inches, and the rainy season, which in the rest of the Caribbean typically see heavy rainfall between May and October, here is shorter and moved forward, between September and December, nor is it particularly intense: in the rainiest month, November, only 4.7 in of rain fall. However, throughout the year and especially in summer, short rain showers can occur, which soon give way to the sun.
Here the average rainfall of Cockburn Town, in the island of Grand Turk.
Average precipitation - Grand Turk
Grand TurkJanFebMarAprMayJunJulAugSepOctNovDecYear
Prec. (in)

The temperatures are high throughout the year: the daily average is around 74.5 degrees Fahrenheit in winter, and 82.5 °F in summer. From December to March, sometimes the cool wind from the United States can lower the temperature by a few degrees, so that the minimum can drop below 68 °F. Summer is sultry, but the heat is tempered by the breezes.
Here are the average temperatures.
Average temperatures - Grand Turk
Grand TurkJanFebMarAprMayJunJulAugSepOctNovDec
Min (°F)686868707273757573737270
Max (°F)818182848688909090888481

The climate of this small country would be truly heavenly, if it wasn't for the risk of hurricanes, which can pass in the period from June to November, even though they are more likely from August to October.

Turks and Caicos

For swimming, the sea is warm enough all year round, as we can see in the following table.
Sea temperature - Grand Turk
Grand TurkJanFebMarAprMayJunJulAugSepOctNovDec
Sea (°F)797979798182828484848281

When to go

If it were not for the risk of hurricanes, the Turks and Caicos may be visited throughout the year. The period from May to October is the most hot and humid, while the period from September to December is quite rainy, even though the rains occur mostly in the form of downpour or thunderstorm in the afternoon or evening, and do not last long. From December to March some days can be a bit cool and breezy, but usually not to the point of disturbing those who are on the beach. So the best time is from January to April, and April is probably the best month overall.

What to pack

From December to April: light clothes, a sweatshirt for the evening.
From May to November: tropics-friendly, light clothing, possibly a light sweatshirt and a light raincoat for thunderstorms.