Combine 2 teaspoons thyme, salt, pepper, and allspice in a small bowl. Rub mixture evenly over all sides of beef. Wrap tightly in plastic wrap, and refrigerate 24 hours.
Preheat oven to 400°.
Heat a large nonstick skillet over medium-high heat. Coat pan with cooking spray. Add beef to pan; cook for 5 minutes, turning to brown on all sides. Transfer beef to a roasting rack coated with cooking spray; place rack in roasting pan. Bake at 400° for 26 minutes or until a thermometer registers 135° or desired degree of doneness. Remove from oven, and let stand for 10 minutes before slicing. Pour brandy into roasting pan, scraping pan to loosen browned bits; set aside.
Heat skillet over medium heat. Coat skillet with cooking spray. Add shallots to skillet; cook 4 minutes or until tender, stirring occasionally. Add brandy mixture, broth, and remaining 1 teaspoon thyme to skillet, scraping pan to loosen browned bits; simmer until reduced to 1 cup (about 4 minutes). Serve with beef.
Wine note: A classic roast beef tenderloin is the quintessential match for cabernet sauvignon. Cabernet has majestic structure and deep, rich flavor, mirroring everything tenderloin has to offer. Try one of Napa Valley's most sumptuous, soft, and rich cabernets: Shafer One Point Five Stag's Leap District Cabernet Sauvignon 2004 ($65). --Karen MacNeil
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