Stir together first 4 ingredients in a large shallow dish or large zip-top plastic freezer bag; add beef. Cover or seal, and chill 3 hours, turning occasionally.
Remove beef from marinade, discarding marinade. Sprinkle salt and pepper on all sides of beef, and place in a roasting pan.
Bake, uncovered, at 500° for 15 minutes. Reduce heat to 325°, and bake 30 more minutes or to desired degree of doneness. Cover loosely with foil, and let stand 15 minutes before slicing.
*3 tablespoons sesame oil and 3 tablespoons canola oil can be substituted.
Note: Tying the tenderloin with butcher's twine allows for more even cooking. You can ask your butcher to tie it for you.
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