Step 1

Prepare tenderloin: If your tenderloin needs it, make sure to trim the silver skin and tie it properly with kitchen twine. Season the beef generously with 1 tsp of salt and 1 tsp pepper.

Step 2

Preheat oven: To 450°F.

Step 3

Sear the tenderloin: Heat the olive oil in a large oven-safe skillet and sear the tenderloin on all sides until browned.

Step 4

Make the glaze: In a small bowl combine the melted butter, balsamic vinegar, dijon mustard, garlic, and thyme. Next, brush the sauce over the tenderloin, ensuring all sides are evenly covered.

Step 5

Roast: Place the skillet into the oven and roast for about 25 minutes for medium-rare or until a meat thermometer reads 130°F indicating medium rare. Make sure you're inserting the meat thermometer into the most centre or thickest part of the tenderloin.

Step 6

Make yogurt sauce: In the meantime, in a small bowl mix together yogurt, sour cream, lemon juice, horseradish, and salt and chill until ready to serve.

Step 7

Finish and serve: Once cook time has finished, remove from the oven and place onto a cutting board covered with aluminum foil. Let the tenderloin rest for about 10 minutes, then slice and serve with yogurt sauce!