Best way to cook a beef tenderloin?

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I'm gonna grill one tomorrow

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Tenderloins have a big end, and a small end. You will ruin half of it if you aren't careful. You can fold the small end over itself and tie it to make it the same size as the other end.

The butcher cut me a good size piece from the middle, it's all 1 size

We bake them. If it's a full big one we bake it 500 for 30 minutes then take it out and cover it in foil for 30 more minutes. Usually ranges from rare on the big end to medium or so on the small end...everyone's usually happy. Pour the pan juice into whatever sauce you're making.

ETA: I'd cut into steals if grilling, or at least big chunks so you can get temps right.

Reverse sear or sous vide. Same concept of low and slow followed by high heat.

The Food Lab: The Secret to Perfect Beef Tenderloin? The Reverse Sear Strikes Again

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Reverse sear or sous vide

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that tenderloin looked perfect...med rare

Are you doing steaks or a roast?

I bought a PSMO from Cost Co., trimmed the fat and silverskin, then cut the tiny ends there couldn't be formed into steaks even after butterflied and kept them for cheesesteaks (got the idea from Alton Brown and it worked perfectly), then roasted the whole tenderloin in the oven on really low heat until ~110 internal, then let the meat rest for half an hour, cut into steaks and seared on the grill for ~30 seconds a side.

They came out perfect. It was so easy, and the cost per pound made it a really great deal.

must have burned it?

Not even, it goes from rare on the fat end to medium on the small end. It's always for a large group of people and we always use the drippings for a sauce. I don't think there's any other way I'd cook one whole. I like tenderloin rare to raw and this always works for me. Granted, this isn't to eat like a steak usually...its for a prepared all in one like this.

Asparagus, fried grit cake, tenderloin, egg, mushroom gravy with drippings. I'm not a fan of proteins stacked on things, but for these meals I'm only in charge of the dishes.

My preference by far is as Beef Wellington, it really is not that difficult and done properly is almost impossible to top. JMHO