Q: My iphone 6s turn's itself off when it's cold outside is that normal?

"Using an iOS device in very cold conditions outside of its operating range may temporarily shorten battery life and could cause the device to turn off.

"Store the device where the temperature is between -20º and 45º C (-4º to 113º F). Don’t leave the device in your car, because temperatures in parked cars can exceed this range."

From: Keeping iPhone, iPad, and iPod touch within acceptable operating temperatures - Apple Support