"Primum non nocere"
The blessing and the curse of beef tenderloin, in my opinion, is the ease of cooking it. It's a blessing because, well, it's easy. It's a curse because it's just as easy to screw it up.
Since it has almost no fat or connective tissue, it has an extremely subtle flavor and a consistency that's incredibly tender and "buttery".
In addition, since it has almost no fat or connective tissue, it's flavor can easily be obliterated and it can very quickly go from tender and buttery to dry and grainy.
Since you asked, what I'd do if I was gonna do a tenderloin for dinner tonight, is a reverse sear. First I'd lightly season it with salt and pepper. Then I'd set my smoker on 225°-250° with light pecan smoke and let go until it hit an internal temp of 125°. Then I'd wrap it in foil and let it rest for about 15-30 minutes.
Finally, after its nap I'd put a dry cast iron skillet over the highest heat I could muster. Then with the roast in hand, I'd toss a couple tableapoons of butter in the skillet, and immediately put the roast on top of it. I'd let it sear for 30-40 seconds and roll and repeat until I'd seared all sides. The super high heat will immediately brown the butter and the relatively cool meat on top of it will keep it from burning. The result will be a glorious brown crusty sear. And a house full of smoke. 😄
Anyway that's what I'd do. Whatever you do I'm sure it'll be delicious, that's one beautiful piece of meat.
Oh and the Latin phrase at the beginning of this post? It's an oath taken by doctors. It's also my mantra for cooking delicate things like tenderloin. It means "First, do no harm".