Preheat oven to 350°.
Remove white papery skin from garlic head (do not peel or separate the cloves). Coat with cooking spray; wrap in foil. Bake at 350° for 1 hour; cool 10 minutes. Separate cloves; squeeze to extract garlic pulp. Discard skins. Mash garlic pulp, horseradish, salt, basil, thyme, and pepper with a fork until blended.
Preheat oven to 400°.
Trim fat from tenderloin; fold under 3 inches of small end. Rub garlic mixture over roast. Place tenderloin on a broiler pan coated with cooking spray. Insert meat thermometer into thickest portion of tenderloin. Bake at 400° for 40 minutes or until thermometer registers 145° (medium-rare) to 160° (medium).
Place tenderloin on a platter. Cover and let stand 10 minutes before slicing.