Preheat oven to 250. Drizzle tenderloin with oil and rub the garlic evenly over the surface of the meat. Sprinkle with salt and pepper.
Place the fresh herbs in a 9x13 pan. Add roasting rack and place meat on the rack. Roast, uncovered, for 20 minutes. Increase temperature to 425 and continue to roast, uncovered, for 30-40 minutes or until internal temperature of meat registers 135.
Cover loosely with foil and let stand for 15 minutes. Temperature of meat should then reach 145 for medium rare. Slice and serve with sauce.
For sauce: Stir together the sour cream and horseradish. Stir in salt and pepper. Sprinkle with a little fresh thyme if desired.