Beef Tenderloin with Cream Horseradish Sauce

Preheat oven to 500°F (260°C). Saute tenderloin and vegetables in 2 tablespoons butter for 2 minutes. Place tenderloin in a shallow roasting pan. Dot with 2 tablespoons butter; top with vegetables. Roast in preheated oven for 6 to 10 minutes per pound or until meat thermometer reads five degrees below desired doneness; (135°F / 55°C for rare; 140°F / 60°C for medium rare; 155°F / 70°C for medium). Allow tenderloin to sit several minutes before slicing. Serve with cream horseradish sauce. For Cream Horseradish Sauce: In large skillet fry bacon until crisp; remove bacon; drain on paper towels and crumble; set aside. Drain all but 3 tablespoons fat from skillet. Saute garlic and mushrooms in fat until mushrooms have released their liquid and softened, about 15 minutes. Stir in sour cream, horseradish, onion, and thyme; heat but do not boil. Remove from heat and stir in the crumbled bacon, any pan juices from tenderloin, and parsley. Serve with the tenderloin.