Sayyiduna Ali (may Allah be pleased with him) says about the saying of Allah Almighty, "(He should fast) three days during Hajj" [Surah al-Baqarah: 196]: one day before the Day of Tarwiyah, one day on the Day of Tarwiyah, and one day after it.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 8901