From William Roscoe Thayer's 1919 biography of Theodore Roosevelt:
The Europeans had no definite conception of him at that time, and so the sympathetic and much-esteemed Ambassador, who still represents France at Washington, tried to give his Government information by which it could judge for itself what sort of a person the President was. What must have been the surprise in the French Foreign Office when it received the following dispatch: (I give the substance, of course, because I have not seen the original.)
Yesterday,’ wrote Ambassador Jusserand, ‘President Roosevelt invited me to take a promenade with him this afternoon at three. I arrived at the White House punctually, in afternoon dress and silk hat, as if we were to stroll in the Tuileries Garden or in the Champs Elysees. To my surprise, the President soon joined me in a tramping suit, with knickerbockers and thick boots, and soft felt hat, much worn. Two or three other gentlemen came, and we started off at what seemed to me a breakneck pace, which soon brought us out of the city. On reaching the country, the President went pell-mell over the fields, following neither road nor path, always on, on, straight ahead! I was much winded, but I would not give in, nor ask him to slow up, because I had the honor of La belle France in my heart. At last we came to the bank of a stream, rather wide and too deep to be forded. I sighed relief, because I thought that now we had reached our goal and would rest a moment and catch our breath, before turning homeward. But judge of my horror when I saw the President unbutton his clothes and heard him say, “We had better strip, so as not to wet our things in the Creek.” Then I, too, for the honor of France, removed my apparel, everything except my lavender kid gloves. The President cast an inquiring look at these as if they, too, must come off, but I quickly forestalled any remark by saying, “With your permission, Mr. President, I will keep these on, otherwise it would be embarrassing if we should meet ladies.” And so we jumped into the water and swam across.