Remove papery outer skin from garlic bulb (do not peel or separate cloves). Cut top off garlic bulb; brush with oil. Wrap in heavy-duty foil. Bake at 425° until softened, 30-35 minutes. Cool for 10-15 minutes. Lower oven setting to 400°., Squeeze softened garlic into a small bowl; stir in the horseradish, salt, basil, thyme and pepper. Add bread crumbs; toss to coat. Spread over top of tenderloin. Place on a rack in a large shallow roasting pan. , Bake until meat reaches desired doneness (for medium-rare, a thermometer should read 135°; medium, 140°; medium-well, 145°), 45-55 minutes. Let stand for 10 minutes before slicing.