Trim the beef tenderloin if it's not already, then cut in half to make two pieces. Tuck the long end under and use butcher's twine to tie the tenderloin. *Watch video in blog post for demonstration
Season all over with salt and pepper and leave in fridge, uncovered overnight, or at least 10 hours. *not necessary, but helps to give the tenderloin a great crust.
Day Of Cooking:
Tie up tenderloin and season with salt and pepper if you did not do this the day prior. Remove from fridge and set on counter for about 2 hours prior to cooking, to come to room temperature.
Preheat oven to 425 degrees F.
Place oil in a large cast-iron skillet and heat over medium-high heat. Sear the beef tenderloin on all sides, about 3 to 5 minutes per side, creating a nice golden-brown crust.
Meanwhile combine the softened butter, garlic, horseradish and herbs in a small dish and mix. Slather the seared tenderloin with the butter mixture and then insert a probe thermometer. If using the skillet, place in preheated oven, or transfer to a baking dish and place in preheated oven. Roast until desired internal temperature is reached, about 20 to 25 minutes. *see notes for temperatures.
Remove tenderloin from oven and transfer to a cutting board. Let rest for 15 to 20 minutes to allow the juices to redistribute before slicing into 1" slices.