1) In a large bowl, mix together oil, vinegar, mustard, thyme, rosemary, bay leaf, smashed garlic, and honey. Add meat to bowl, cover with plastic wrap, and marinate in refrigerator for 1 hour or up to one day.
2)Preheat oven to 450º. Line a rimmed baking sheet with aluminum foil and fit a wire rack inside. Remove tenderloin from marinade and pat dry with paper towels. Season all over with salt, pepper, rosemary, and minced garlic, then place on rack.
Roast until cooked to your liking, about 20 minutes for rare. Let rest 5 to 10 minutes before slicing.
3)Meanwhile, make sauce: In a medium bowl, whisk together yogurt, sour cream, horseradish, and lemon juice, and season with salt.
4)Slice tenderloin and serve with sauce on the side.