Preheat oven to 500° F.
Sauté tenderloin and vegetables in 2 Tbsp butter for 2 minutes.
Place tenderloin in a shallow roasting pan. Dot with 2 Tbsp butter; top with vegetables. Roast in preheated oven for 6 to 10 minutes per lbs or until meat thermometer reads five° below desired doneness.
Allow tenderloin to sit several minutes before slicing. Serve with cream horseradish sauce.
In large skillet fry bacon until crisp; remove bacon; drain on paper towels and crumble; set aside.
Drain all but 3 Tbsp fat from skillet. Sauté garlic and mushrooms in fat until mushrooms have released their liquid and softened, about 15 minutes.
Stir in sour cream, horseradish, onion, and thyme; heat but do not boil. Remove from heat and stir in the crumbled bacon, any pan juices from tenderloin, and parsley. Serve with the tenderloin.Servings: 4