Combine bread crumbs, olive oil, horseradish, garlic, black pepper and salt. Press over surface of tenderloin.
Place tenderloin on a rack in a roasting pan. Roast in a preheated 425°F oven 35-40 minutes or until desired doneness is reached (135°F for medium rare; 150°F for medium).
Transfer roast to carving board; tent loosely with aluminum foil. Allow roast to sit 10-15 minutes (internal temperature will continue to rise to 145°F for medium rare and 160°F for medium while resting).
Carve into 1-inch thick slices.