Step 1

Preheat the oven to 225 degrees F.

Step 2

Heat a medium skillet over medium heat. Melt 2 tablespoons of the butter, add the shallot and cook until translucent, about 5 minutes. Add the sherry, dates, cranberries, thyme and sage and simmer until just dry, about 5 minutes. Season with salt and pepper and set aside.

Step 3

Season the inside of the tenderloin with salt and pepper. Spread an even layer of the fruit and herb mixture over it, leaving about 1/2 inch of tenderloin around the edges. Top with a layer of the almonds. Roll tightly and tie with at least 4 pieces of butcher's twine (easier to cut and portion!).

Step 4

Place the loin on a wire-racked baking sheet and season the outside with salt and pepper. Cook until the center of the tenderloin registers 120 to 125 degrees F, about 2 hours.

Step 5

In a large skillet, heat the remaining 4 tablespoons butter over medium heat until just foaming. Place the loin in the skillet and sear on all sides until evenly crusty and brown, about 3 minutes a side. Transfer to a cutting board and slice. Garnish with minced chives and serve with horseradish sauce.