Raspberry Pi3 shutdown itself

[iAlle]

Hi guys, i just got my raspberry pi3 and entering in this new world, I'm a noob, so please help me
I connected the raspberry to my tv with HDMI cable, and all is working fine, but after 2/3 minutes it shutdown by itself, and on TV appear "No Signal" message. So i have disconnect power supply, i reconnect power and it start.
It seems is working fine at start, normally booting (i think). I tried to install raspabian and at 11/12% of installation, boom, shutdown and "no signal", so i tried to format sd and mount on it retropie 3.7 (that was part of my project for an arcade cabinet). It boots normally, and when i reach configuration (pad settings) it shutdown again.
Help please, and sorry for my bad English

UPDATE: When i'm in terminal the raspberry is working fine and doesn't shutdown.

[Rive]

My guess would be power supply issue or overheat issue

[iAlle]

after a few try that's my guess to, but how is possible?
i got it from an amazon supplier with the starter pack, that gave me the switching adapter +5.1V - 2.5A - i've mounted heat sinker too.

[Rive]

after a few try that's my guess to, but how is possible?
i got it from an amazon supplier with the starter pack, that gave me the switching adapter +5.1V - 2.5A - i've mounted heat sinker too.

Verify that the power supply is correct (does the red light blink at all, or is it continuous and steady? Blinking or unsteady indicates a power supply issue), otherwise, get a better heatsink, or try a fan.

For example: