1. Let tenderloin stand at room temperature 1 hour.
2. Preheat oven to 450°.
3. Rub tenderloin with salt, pepper, 2 teaspoons oregano, and thyme. Set on a rack in a roasting pan; arrange onion and shallots in bottom of pan. Pour 1 cup broth into pan. Bake at 450° for 30 minutes or until thermometer registers 125° or until desired degree of doneness. Let stand 10 minutes before slicing.
4. Place liquid from roasting pan in a large skillet over medium-high heat, scraping roasting pan to loosen browned bits. Bring to a boil; cook 5 minutes or until liquid evaporates and onions begin to brown. Stir in remaining 1 teaspoon oregano, wine, and brandy. Bring to a boil; cook 2 minutes. Stir in remaining 1 cup broth. Bring to a boil; cook 3 minutes. Serve broth mixture with beef.