“I can do one of two things,” says Teddy Roosevelt at the top of “Teddy & Alice,” “I can either be President of the United States or I can control Alice. I cannot possibly do both!” The battle of wills between the great American President and his free-spirited daughter provides a spectacular double-star turn in this high-stepping, flag-waving and heart-warming family drama, set to the immortal strains of John Philip Sousa.