How come Teddy Roosevelt performed so well in Vermont and Maine? He was decidedly progressive, especially in 1912.
Considering Woodrow Wilson was the archetype of the modern Democrat and Roosevelt was outraged at Taft for busting up TOO MANY trusts, I think you can make a coherent argument that Roosevelt might even have been the most conservative person running in 1912.
Also, while "progressive" is used as a synonym for white American liberalism today, it meant something very different 104 years ago.
I mean, he was in favor of minimum wage, 8 hour workdays, regulating the stock market, an inheritance tax, a national health service, a department of labor, and social insurance. That's all pretty left-leaning.