I agree with the first answer, but I think that a full answer to the question needs to include the differences between Roosevelt's New Nationalism and Wilson's New Federalism.
Both candidates wanted the basic progressive goal of taking power from the rich and the big companies and giving it to the middle classes. But the two of them disagreed on the proper way to do this.
TR believed that big business was a permanent thing and so there needed to be big government to regulate it. Wilson believed that big government should exist only for as long as it took to break big business and create an economic system that emphasized smaller businesses.
This shows that there were at least a couple of different ways to pursue Progressive goals.