Combine first 5 ingredients; pat mixture evenly over beef. Cover and stand at room temperature 30 minutes.
Broil 6 inches from heat 15 minutes on a lightly greased rack in a roasting pan; reduce oven temperature to 375°, and bake 30 to 35 minutes or until a meat thermometer inserted into thickest portion registers 140° or to desired degree of doneness. Remove from oven; let stand 10 minutes before slicing. Serve with Portobello-Marsala Sauce. Garnish, if desired.
Ask your butcher to trim the tenderloin, or do it yourself. Use a sharp, thin knife to cut away the top layer of fat and the thin (about 2-inch-wide) membrane called silver skin.