Preheat oven to 400 degrees. Line a baking sheet with tin foil or a silicon mat, or spray with cooking spray.
Place the carrots, sweet potato, parsnips, golden beet on the baking sheet, drizzle them with the olive oil and sprinkle with thyme and mix together with your hands or a big spoon until everything is incorporated.
Bake for 30 minutes, stirring halfway through, or until tender when pricked with a fork. If you cut larger pieces it might take you an additional 10-15 minutes of roasting time.
Transfer all ingredients into a blender and add the liquid. Puree until smooth, roughly 1-2 minutes, adding additional liquid in 1/4 cup increments if needed. I had to add 1 1/2 cups of water to the puree pictured above.