Before cooking remove roast from refrigerator to bring to room temperature.
Preheat oven to 424 degrees. The tenderloin will have one end that is smaller and thinner than the rest of the tenderloin. Tuck 4-6' of this under the rest of the tenderloin. Tie the tenderloin at 3' intervals with kitchen string to keep its shape. Place tenderloin on a roasting rack in a roasting pan.
In a small bowl, mix rub together. Rub into the tenderloin.
Roast the meat to a temperature of 135- 140 degrees for medium rare, for medium 140-150 degrees, using a meat thermometer. It usually takes 15-18 minutes per pound.
Remove roast from oven, cover loosely with foil and let stand for 15-20 minutes before removing string and slicing.