Skylake not yet well supported on Linux?

I have a laptop with the new Skylake architecture (i7-6700HQ HD530) and also a discrete GPU (GTX 960m). I've run Windows 10 on it as well as several Linux distributions: Ubuntu, Xubuntu, Fedora, and Arch. In every case I've found Windows 10 to run much cooler and have 3-4 times the battery life, while the Linux distributions run hot even with the fans running (55-60C versus 38-43C). I've tried using the integrated graphics card, as well as several kernel parameters, including preliminary i915 support. I've also tried different kernel versions and many desktop environments, and powersaving tools like thermald and powertop. Some of these things give slight improvements, but nothing gets close to Windows 10. Why is my laptop running so much worse under Linux? Is anything in Kernel 4.4 final supposed to address this?