Distribution shifts between train and test datasets obscure our ability to understand the generalization capacity of neural network models. This topic is especially relevant given the success of pre-trained foundation models as starting points for transfer learning (TL) models across tasks and contexts. We present a case study for TL on a pre-trained GPT-2 model onto the Sentiment140 dataset for sentiment classification. We show that Sentiment140's test dataset $M$ is not sampled from the same distribution as the training dataset $P$, and hence training on $P$ and measuring performance on $M$ does not actually account for the model's generalization on sentiment classification.