In a large bowl, mix together oil, vinegar, mustard, thyme, rosemary, bay leaf, garlic, and honey. Add meat to bowl, cover with plastic wrap, and marinate in refrigerator for 1 hour or up to one day.
Preheat oven to 450ºF. Line a rimmed baking sheet with aluminum foil and place a wire rack inside. Remove tenderloin from marinade and pat dry with paper towels. Season on all sides with salt, pepper, rosemary, and minced garlic, then place on top of the rack.
Roast for about 20 minutes for rare. Let rest 5 to 10 minutes before slicing.
Meanwhile, make sauce: In a medium bowl, whisk together yogurt, sour cream, horseradish, and lemon juice, and season with salt.
Slice tenderloin and serve with sauce on the side.
Notes
Use a meat thermometer for proper cooking:120º to 125º: rare130º to 135º: medium-rare140º to 145º: medium