Prepare steak: Place garlic, salt, pepper and thyme on a cutting surface and use a large knife to chop together until mixed. Transfer to a large ziplock bag. Add soy sauce and oil; seal and press bag gently to combine ingredients. Place steak in bag and seal. Turn several times to coat meat. Refrigerate, turning several times, for at least 3 hours and up to overnight.
Prepare sauce: Beat cream, sour cream, mustard, lemon juice and horseradish with an electric mixer until mixture forms stiff peaks. Season with salt and pepper. Pour into a chilled serving bowl, cover and refrigerate. (Sauce can be made up to an hour before serving.)
Preheat broiler to high and arrange rack 6 inches from heat source. Remove meat from marinade and pat dry; discard marinade. Broil on a broiling pan for 7 minutes. Turn meat over and broil 5 to 7 minutes longer. To check for doneness, test with the tip of a sharp knife. If juices run red, broil 1 or 2 minutes longer, until an instant-read thermometer reads 140°F (for medium-rare). Let steak rest on a cutting surface for 10 minutes. Working against the grain, cut into thin slices with a sharp knife. Serve with horseradish sauce on side.