Inspired by/adapted from Roasted Beef Tenderloin by Ree Drummond The Pioneer Woman found here: http://thepioneerwoman.com/cooking/roasted_beef_te/
Heat a heavy cast-iron skillet over medium-high heat. Sear the tenderloin in the hot pan on all sides.
Roast in a 475-degree oven until the temperature reaches 125 degrees.
This will cook surprisingly fast. It will take as little as 20 minutes, depending on the size of your tenderloin. Use a meat thermometer with an alarm - the alarm will sound when the temperature has been reached.