Depends on your goal: if you want to lose weight you try to stay under calories but if you want to retain/gain muscle mass you try to hit your protein goal. Carbs and fat aren't going to be lacking on Thanksgiving...
For me there is a psychological value in staying on track with calories, one day of bingeing would upset that. One day of missed macros would not be a big deal. I am hoping to do alright with both, though I don't track my macros very closely.
I would say - its just one day. Do whatever you need to not feel deprived. That may mean doing neither - and trying not to think that the word "bad" is appropriate.