Generally, using their current preferred name/pronouns (or neutral pronouns) is best. She’s still the same person, so it’s true to say Caitlyn Jenner won the 1976 Olympic Decathlon. If any other facts about the event itself were directly relevant to the conversation, that’d be ok - e.g. it would be accurate and inoffensive imo to say she won the men’s division.
But name/pronouns change all the time otherwise so it’s more normal to use the current ones. If Ms. Jones gets married and is now Mrs. Smith, it wouldn’t be inaccurate to talk about Mrs. Smith’s car breaking down last summer.