Preheat oven to 475. Line a roasting pan with foil for easy cleanup. Once your tenderloin has been trimmed of all visible fat (and tied if necessary), pat it dry and place on a roasting rack. You can also place it directly on a baking sheet if you don't have a roasting rack.
Mix the ghee, garlic, rosemary, thyme, salt, and pepper in a small bowl. Using your hands, spread the mixture over the tenderloin, covering it completely. Press the herbs down into the meat to help them stick.
Roast for 25-30 minutes, until a meat thermometer reads 130-135 degrees for medium rare.
While the tenderloin is in the oven, make the dairy free horseradish sauce. Combine all of the ingredients in a blender, and blend on high until very creamy and smooth.
When the meat is done, remove the pan from the oven and tent the meat with some foil. Let it sit for 10-15 minutes, then slice. Serve topped with the horseradish sauce and side dishes of choice. Enjoy!