Beef tenderloin is widely regarded as the most tender cut of beef. It makes up the other half of the T-Bone or Porterhouse steak and because of where it is situated on the cow, the muscle gets virtually no work. The result is a lean, but very tender piece of meat.
These steaks do well with a quick stove-top sear before getting finished in the oven.
Best practices are to cook from room temperature and to let the steak rest for a few minutes after you remove it from heat, to allow the cooking to complete and the meat to relax.
Pro Tip: get an instant read digital thermometer, so you know when to remove it form the heat source, also remember that there will be a little bit of thermal cooking once the meat has been removed from the heat.