1. Stir together first 5 ingredients, and pour into a large shallow dish or heavy-duty zip-top plastic bag; add tenderloin. Cover or seal, and chill 8 hours, turning meat occasionally.

2. Remove tenderloin from marinade, discarding marinade.

3. Grill, covered with grill lid, over high heat (400° to 500°) 24 minutes, turning occasionally. Reduce temperature to medium-low heat (less than 300°); grill, covered with grill lid, 12 minutes or until a meat thermometer inserted into thickest portion registers 145° (medium-rare) to 160° (medium). Let stand 15 minutes before slicing.

4. Place tenderloin on a tray lined with lettuce. Serve with Horseradish Sauce.

Note: Tenderloin may be placed on a rack in a shallow roasting pan and baked at 450° for 30 to 40 minutes or until a meat thermometer inserted into thickest portion registers 145° (medium-rare) to 160° (medium).