He often uses this time to complete tasks that I had either planned on starting soon or had already begun, leaving very little for me to work on.
If your team lead was simply working at a faster pace than you, I would give different advice. But it sounds like your team lead is picking up work that has already been partially completed by you. In my mind, a pattern of this behavior is not OK by the team lead (justification below).
Should I bring it up?
Yes. As some comments pointed out, you only want to bring up another person's actions for discussion if they are affecting you. But when your team lead completes a task you have started, it is affecting you. Specifically, it's reducing your productivity by retroactively making the work you began redundant. This reduces your team's overall velocity. Your manager should want to hear about anything reducing the team's velocity. I think it is fair for you to be demoralized by this situation, but you will be better served by voicing this as a problem/opportunity that affects the team, rather than you as an individual.
A word of warning:
One thing you should be aware of is the risk that your team lead is not working overtime only because he enjoys it, but that he is working overtime to cover for a deficiency (real or perceived) in your output or quality. Hopefully, you can test for this by approaching your team lead the next time he has taken some work that you started. Just ask him, from a point of genuine concern, if he felt your progress was holding things up.
Another piece of advice:
If your team doesn't have some sort of work tracking software, get some. There's no reason not to be tracking the state and status of your deliverables. Part of that state is, who is planning/assigned to work on something, and if they've started it yet. We use Jira, but there are a bazzilion options. Tracking software will make it more difficult to accidentally take over a task another team member has started.