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.