Roosevelt also later sold Korea down the river ~ and boy did we end up paying for that bit of progressive stupidity. That simply encouraged the fascists to take over Japan openly.
Seriously, no Conservative or Republican can look back at Teddy favorably. He betrayed America.
Sorry, but you are looking at early 20th century history thru a lens created in the last few decades.
It's only during this period that the Democratic vs. GOP opposition has correlated (more or less) with the liberal/progressive vs. conservative split. During previous decades both parties had conservative and progressive wings.
In fact, our party politics have gotten a lot more rational since about 1970. Before that they made little sense at all.