Trim any silver skin. (There should not be any excess fat on a well-trimmed tenderloin.)

Remove the meat from refrigerator at least 30-45 minutes before cooking. Preheat the oven to 325 degrees with the rack in the middle. Cover a rimmed baking sheet with foil and set aside.

If there is a thin, skinny end, fold it under and secure with butcher's twine; it will help the "tail" cook more evenly. If desired, truss the rest of the tenderloin, making your ties about 2 inches apart, which will help keep its shape. Coat tenderloin with a little oil, and season well with salt and pepper. Sear on the grill or in a large, oiled skillet at high heat.

Place on the foil-lined, rimmed baking sheet and into the oven. Roast, rotating baking sheet at least once, until the meat's internal temperature is 120 degrees for rare and about 125 degrees for medium-rare, about 25 to 35 minutes.

Move roast to a cutting board and lightly tent with foil at least 20 to 30 minutes before slicing.

Note: Some people prefer buying whole "peeled" tenderloins, which are less expensive because there is some waste and you must trim it yourself.