The high heat of the oven gives the roast a beautiful golden-brown crust without overcooking the interior. The tenderloin is also great at room temperature.
In a large bowl, stir together oil, horseradish, mustard, and garlic. Place beef in bowl, and coat with paste. Cover, and refrigerate 6 hours (or up to overnight).
Preheat oven to 500 degrees. Line a large rimmed baking sheet with aluminum foil.
Transfer beef to prepared sheet, and season all over with 2 tablespoons salt, 1 teaspoon pepper, rosemary, and thyme.
Roast until an instant-read thermometer inserted in thickest part of beef registers 125 degrees, 40 to 42 minutes for medium-rare. Tent beef with foil, and let rest for 15 minutes (or up to 2 hours); slice just before serving.
For the juiciest beef, cook the tenderloin to the temperature specified, and be sure to let it rest before slicing.