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Step 1
Thinly slice garlic, then mash into a paste using the side of a chef’s knife. Scatter rosemary leaves over garlic; finely chop and mix into garlic. Slice tenderloin in half crosswise to create 2 smaller roasts. Season generously with salt and pepper; rub with garlic-rosemary paste. If your butcher didn’t already tie the roast for you, this is the time to do it: Place tenderloin onto lengths of precut kitchen twine spaced about 1" apart and tie closed snugly. Place on a rimmed baking sheet and chill uncovered 12 hours.
Step 2
Let tenderloin sit at room temperature at least 1 hour and up to 2 hours before cooking.
Step 3
Preheat oven to 250°. Heat oil in a large ovenproof skillet over medium-high. Add tenderloin and cook, turning occasionally, until well browned all over, 8–10 minutes. Transfer skillet to oven and roast tenderloin, turning every 10 minutes or so, until an instant-read thermometer inserted into the thickest part registers 120°, 25–30 minutes. Transfer tenderloin to a cutting board and let rest 15 minutes before removing kitchen twine and slicing. Reserve skillet.
Step 4
Meanwhile, mix yogurt, sour cream, horseradish, and lemon zest in a small bowl to combine; season with salt and pepper.
Step 5
Cook butter and rosemary sprigs in reserved skillet over medium heat, scraping up browned bi ts on the bottom, until butter is melted and very fragrant, about 4 minutes. Transfer sliced tenderloin to a platter; drizzle with rosemary-infused butter and sprinkle with sea salt. Serve with horseradish yogurt.
Step 6
Do Ahead: Tenderloin can be seasoned and chilled 2 days ahead; wrap in plastic wrap after 12 hours. Horseradish yogurt can be made 1 day ahead; cover and chill.