  We present early observations and analysis of the double-peaked Type IIb
supernova (SN IIb) 2021zby. $TESS$ captured the prominent early shock cooling
peak of SN 2021zby within the first $\sim$10 days after explosion with a
30-minute cadence. We present optical and near-infrared spectral series of SN
2021zby, including three spectra during the shock cooling phase. Using a
multi-band model fit, we find that the inferred properties of its progenitor
are consistent with a red supergiant or yellow supergiant, with an envelope
mass of $\sim$0.3-3.0 M$_\odot$ and an envelope radius of $\sim$50-350$
R_\odot$. These inferred progenitor properties are similar to those of other
SNe IIb with double-peak feature, such as SNe 1993J, 2011dh, 2016gkg and
2017jgh. This study further validates the importance of the high cadence and
early coverage in resolving the shape of the shock cooling light curve, while
the multi-band observations, especially UV, is also necessary to fully
constrain the progenitor properties.
