Fold under 3 inches of small end of tenderloin, and tie tenderloin with string at 2-inch intervals. Combine 1/2 cup vermouth, oil, and next 6 ingredients (oil through garlic) in a large zip-top plastic bag. Add tenderloin to bag, and seal. Marinate in refrigerator at least 8 hours, turning bag occasionally.
Preheat oven to 450°.
Remove the tenderloin from bag, and discard marinade. Place the tenderloin on a broiler pan coated with cooking spray. Insert meat thermometer into thickest portion of tenderloin. Bake at 450° for 35 minutes or until thermometer registers 145° (medium-rare) to 160° (medium). Place tenderloin on a platter, reserving drippings. Cover tenderloin with foil, and let stand 10 minutes. Remove string before slicing tenderloin.
Place 1 cup vermouth in a saucepan; bring to a boil, and simmer until reduced to 1/2 cup (about 9 minutes). Stir in broth; bring to a boil, and simmer 10 minutes. Stir in reserved drippings, tomato paste, and horseradish. Serve sauce with tenderloin.
Note: Buffalo and other game meats may be purchased through D'Artagnan Inc. (800/327-8246).
A (6-pound) buffalo tenderloin can be substituted for beef tenderloin. Bake at 450º for 55 minutes or until desired degree of doneness.
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