It depends on the agenda. The writers of the Bible have a natural motivation to prop up their prophet as the most important thing around. Same with the Quran and the Book of Mormon (although that one was written by their prophet).
Other texts such as Josephus or Roman record have no interest in Jesus in particular, thus could be trusted to provide a more unbiased account.
This doesn't mean that everything in the Bible is false, but it may often be exaggerated. For example, archaeology is showing that Sodom and Gomorrah, and Lot's wife as a pillar of salt, was most likely a simple volcanic event. So the Bible recorded a historical event, but it heaped a lot more onto the story to further its intent.