Preheat oven to 400°F. Place a rack in a large roasting pan or large rimmed baking sheet; coat rack with cooking spray. Shred horseradish using the large holes of a box grater (or use a food processor with the grater attachment) to measure 1 cup. Combine horseradish, parsley, thyme, rosemary and garlic in a small bowl.
Pat tenderloin dry with paper towels; sprinkle with salt and pepper. Combine oil and mustard in a small bowl; brush mixture over beef. Sprinkle horseradish mixture over beef to coat, pressing to adhere. Place on rack.
Bake tenderloin until a thermometer inserted into thickest portion registers 130°F for medium-rare, about 45 minutes. Transfer to a cutting board; let stand for 15 minutes before slicing.