Preheat outdoor grill or stovetop grill pan.
Spray tenderloin on all sides with olive oil spray (or brush on a thin layer of oil).
Grill on all sides until well browned, about 7 - 8 minutes. Transfer to a baking sheet.
Preheat the oven to 400 degrees Fahrenheit.
In a small bowl combine garlic, olive oil and rosemary. Rub over tenderloin and season generously with salt and pepper.
Bake until desired doneness: 10 - 15 minutes for rare (120 degrees), 15-20 minutes for medium (130 degrees), or 25 minutes for well done (140 degrees). Let rest for 20 minutes before carving.
While beef is roasting, prepare the sauce.