The day before your going to want to prep the tenderloin. Cut it in half to make two pieces. If you need to you can tuck and tie the tenderloin to make it even in size. I just put my thermometer in the smaller one, pulled that one out and then put the thermometer in the larger one to continue cooking, worked out great for me.
Season all over with salt and pepper. Leave it uncovered overnight or as long as you possibly can. This is what helps give the tenderloin the great crust.
Day of - place the beef on the counter about 1-2 hours prior to cooking and leave it on the counter to come to room temperature.
Pre-heat oven to 425°F
In a large cast-iron or similar heat over medium-high heat. Add the olive oil and sear the beef on all sides, about 3-5 minutes per side. This created a nice golden-brown crust.
In a small bowl combine the softened butter, garlic, horseradish , mustard and rosemary, mix to combine it all and then slather it all over the tenderloins. Insert a probe thermometer. If using the same skillet, place it in the oven. Or you'll need to transfer them to a baking dish. Roast until desired internal temperature is reached. roughly 30-40 minutes.
Remove from the oven once cooked and transfer to a cutting board, with a rim or place the cutting board in a sheet pan to collect the juices and to let the beef rest for at least 15-20 minutes. Slice and enjoy!