There is (at least) two equivalent ways of performing such calculations on tensors.
One would have the covariant derivative acting on the whole tensor field, for example on a (1,1)-valence one:
$$T = T^{\mu}_{\;\;\;\nu}\partial_{\mu} \otimes dx^{\nu} $$
$$\nabla_{\alpha}T = \nabla_{\alpha}(T^{\mu}_{\;\;\;\nu}\partial_{\mu} \otimes dx^{\nu}) = \nabla_{\alpha}(T^{\mu}_{\;\;\;\nu}) \partial_{\mu} \otimes dx^{\nu} + T^{\mu}_{\;\;\;\nu} \nabla_{\alpha} \partial_{\mu} \otimes dx^{\nu} + T^{\mu}_{\;\;\;\nu} \partial_{\mu} \otimes \nabla_{\alpha} dx^{\nu},$$
where $\nabla_{\alpha}(T^{\mu}_{\;\;\;\nu}) = \partial_{\alpha}T^{\mu}_{\;\;\;\nu} $ because tensor field components are functions, and the covariant derivatives of coordinate vector fields and 1-forms are:
$$ \nabla_{\alpha}\partial_{\mu} = \Gamma^{\lambda}_{\alpha\mu}\partial_{\lambda}$$
$$ \nabla_{\alpha} dx^{\nu} = - \Gamma^{\nu}_{\alpha\lambda} dx^{\lambda}$$
If you change the dummy (summation) indices appropriately, you will get:
$$ \nabla_{\alpha }T = \big{[} \partial_{\alpha}T^{\mu}_{\;\;\;\nu} + T^{\lambda}_{\;\;\;\nu}\Gamma^{\mu}_{\alpha\lambda} - T^{\mu}_{\;\;\;\lambda} \Gamma^{\lambda}_{\alpha\nu}\big{]} \partial_{\mu}\otimes dx^{\nu} \equiv (\nabla_{\alpha}T)^{\mu}_{\;\;\;\nu}\partial_{\mu}\otimes dx^{\nu}.$$
In the above, the final expression for the tensor components of the derived field is present: $(\nabla_{\alpha}T)^{\mu}_{\;\;\;\nu}$. In the community one would typically write it as $\nabla_{\alpha}T^{\mu}_{\;\;\;\nu}$ as it is clear from the context that we do mean first the derivative, then reading off its components. You can also use the semicolon notation $(\nabla_{\alpha}T)^{\mu}_{\;\;\;\nu}=T^{\mu}_{\;\;\;\nu;\alpha}$, where it is again understood that first the covariant derivative along $\partial_{\alpha}$ is taken, and then the tensor components are read off.