In a small food processor, puree the garlic, pepper, salt, horseradish, and thyme until smooth. Place the tenderloin on a clean work surface and cover evenly with the horseradish paste.
Place the coated tenderloin on a roasting rack. Roast for 30 minutes or until meat thermometer registers 140 degrees F. Remove from the oven and let rest for 5 minutes. Slice and serve warm with horseradish cream.
In a small bowl, mix the horseradish, yogurt, and buttermilk. Cover and place in refrigerator for at least 30 minutes.