TR, no question he was more progressive then Groomer Cleveland.
Notwithstanding the fact that being "comparatively more progressive" (depending on the definition of "progressivism" being used) does not necessarily indicate being "comparatively left-leaning" - in fact, the "big-P 'Progressivism'" in America of the period between Reconstruction and World War I would strongly imply neither "more left-leaning" or "more right-leaning," if anything - not even the claim that TR was "more progressive" (even if "progressive" is defined here as the "Progressivism" of that time) is doubtful. Cleveland's "anti-corruption" and Free Trade tendencies were indeed a very crucial aspect of the contemporary "Progressive" movement, and the phenomenon of the "Mugwump" faction (to which TR himself belonged if only in sympathy) is a manifestation of this.
Yes, Progressivism back then was at least partly about the early middle class flexing it's muscles for the first time and it isn't a 1-to-1 comparison with progressivism today.This is one of my biggest issues with people - especially partisan Democrats - trying to apply our modern labels back to political figures of the past. They treat "progressive" and "conservative/right wing" as two obvious, inherent dichotomies ... fine, whatever. However, they CHANGE the definition of what "conservative" means when looking at past figures to the point where they end up labeling objectively left-leaning people as "conservatives" if they have one reactionary or objectionable stance (i.e., saying Wilson was anything other than a left winger because he was really racist and supported segregation), but then they will simultaneously apply our weird, narrow, modern definition of "progressive" toward ALL past figures who helped promote any kind of modern change, as if whatever the hell the Squad represents today is just an extreme version of the ideological descendants of frickin' Lincoln, lol.