Fire on Christmas Morning Kills Family of Ad Exec in Conn.

Three young girls and their grandparents died in a three-alarm house fire in Stamford, Conn., early Christmas morning  as the girls' mother desperately tried to save them, authorities said.

The mother of the girls was fashion consultant and advertising executive Madonna Badger, who created the Mark Wahlberg Calvin Klein underwear ads.

Badger and her boyfriend, a contractor who had been doing work on the five-bedroom house, managed to escape from the first floor.

Badger climbed onto the roof, desperately trying to break a bedroom window, but the flames had spread too quickly, Stamford Police Sgt. Paul Guzda told ABC News.

Two of the girls were 7-year-old twins, and their older sister was 10 years -old, according to police.

Both Badger and her boyfriend were  hospitalized with burn injuries.

Relatives said Badger had been recently divorced and moved from New York City to the affluent suburb of Stamford and renovated a  $1.7 million Victorian home for her family.

"Tragic Is an Understatement," Police Sgt. Says

"I've been doing this for a long time, and I tell you - to get that call in the early morning hours, to hear that there's a fatal fire, that's bad enough. But then when you hear it on Christmas morning, that three little children like this perished in a fire … it's beyond words," Guzda said.

"There probably has not been a worse Christmas Day in the city of Stamford," said Mayor Michael Pavia.

Officials said the fire started at about 5 a.m. and that smoke was still present at the scene as firefighters surveyed the area at 9:30 a.m.

A neighbor said he woke up to the sound of screaming, only to see the house engulfed in flames, ABC News New York station WABC-TV reported.

"It was a male voice, and it was just, 'help, help me,'" neighbor Charles Mangano said.

The cause of the fire is under investigation. The damage is so extensive that it's not safe for investigators to enter.

"It will be a number of days before we actually find out how this occurred and what happened," said Stamford Fire Chief Antonio Conte.

ABC News' Joshua Cohan contributed to this report.