I'm not a huge fan of tenderloin and because of its lack of fat, it's definitely one of the most unforgiving cuts. For that reason, I think that preparing a successful tenderloin is more about method than recipe.
Season the roast with kosher salt, black pepper and some rub of your choice (perhaps some of
G Wiv's BBQ Rub). This can be done up to 2 days before you intend to cook it (or directly beforehand with slightly lesser results). Place the seasoned roast on a rack on a cookie sheet or jellyroll pan, cover it with foil and store it the fridge. Remove the roast from the fridge and let it come to room temperature before you cook it.
Pre-heat the oven to 250 F. Using your hands, gently pat a light coating of olive oil all over the roast, so that you don't remove the seasoning. Place the roast on its rack/pan in the oven and reduce the oven temperature 200 F immediately after you put the roast in. Cooking at this temperature allows the roast to cook evenly from edge to edge without any bullseye effect. Also, cooking at 200 F greatly reduces the amount of carry-over cooking that will occur. With a tenderloin, this a particularly good method because it keeps the roast especially juicy and moist.
When the roast gets to about 5 degrees below the desired finished temperature, remove it from the oven. Crank the oven up to 450 F/convection. After the oven reaches temperature, put the roast back in the oven for 5-8 minutes, rotating it 180 degrees halfway through. This final blast will develop a light crust on the exterior of the meat. After those few minutes, remove it from the oven, let it rest briefly and slice it.
=R=
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