The Empress Alexandra and her three eldest daughters, Peterhof, June 1915.

Marie, Olga, and Tatiana (behind).

The three eldest daughters of the Imperial couple pose on the terrace of the family's home in the park at Peterhof, what was called the Lower Dacha or New Palace, now destroyed. All wearing the sash and star of the Order of St. Catherine, they are dressed to accompany their father to the requiem services at the Cathedral of Saints Peter and Paul in St. Petersburg, for the funeral of the much beloved Grand Duke Konstantin Konstantinovich, who had died on June fifteenth. The youngest daughter, Anastasia, and the Tsarevich were considered too young to attend. This photograph was most likely taken before the girls and their father left for St. Petersburg.

Depending on the source, the Empress did or did not attend the solemn ceremonies.  But the Tsar's entry in his diary that day only mentions that he was accompanied into town by the three girls and by his sister-in-law, the Empress' sister Ella.  And though Alexandra is certainly dressed in mourning here, she doesn't look to be wearing any orders and would appear unprepared for such an important event.

Marie, Olga, Tatiana.