In 1902 New York, Alice Roosevelt, the bright, passionate, and wildly unconventional daughter of newly sworn-in President Theodore Roosevelt, is placed under the supervision of Secret Service Agent Joseph St. Clair, ex-cowboy and veteran of the Rough Riders. St. Clair quickly learns that half his job is helping Alice roll cigarettes and escorting her to bookies, but matters grow even more difficult when Alice takes it upon herself to investigate a recent political killing -- the assassination of former president William McKinley.