We currently have a TFS 2012 Server which is being replaced by a 2015 server, the aim is to gradually migrate our code from one to the other.
When we do this we would like to maintain the checkin history, labels etc, Looking at similar questions the answer seemed to be to use the integration toolkit, however it looks like it (and its successor the integration platform) do not support TFS 2015.
We are using TFVC rather than git, if that makes a difference.
I don't have much knowledge about the integration toolkit, but I would actually suggest to do the upgrade one Team Project Collection at a time, but moving them separately to a new server with TFS 2015 installed. This way you will keep all history, label etc.
We have done this way back when upgrading from TFS 2010 to TFS 2013. Only obstacle that we had was a collection around 500 GB in size so it took around 16 hours for the upgrade to finish.
The following answer specifies the steps needed to move a collection to another server: Copy TFS 2012 collection to another server with TFS 2015 Installed
