Combine first 7 ingredients.
Rub tenderloin with oil; coat with spice mixture. Place in a roasting pan; cover and chill 8 hours.
Bake at 500° 15 minutes or until browned. Lower temperature to 375°; bake for 20 more minutes or until desired degree of doneness. Let stand 10 minutes. Slice; serve with horseradish mayonnaise. Garnish, if desired.