Preheat the oven to 425°F (220°C).
Pat the beef tenderloin dry with paper towels. Rub the olive oil over the entire surface of the tenderloin.
In a small bowl, mix together the salt, black pepper, garlic powder, and minced rosemary. Coat the tenderloin evenly with the spice mixture.
Place the seasoned beef in a roasting pan. Insert a meat thermometer into the thickest part of the meat.
Roast the beef in the preheated oven for about 50 minutes, or until the internal temperature reaches 135°F (57°C) for medium-rare doneness.
Once cooked, remove the beef tenderloin from the oven, cover it loosely with aluminum foil, and let it rest for at least 10 minutes before slicing.
Meanwhile, prepare the horseradish sauce by combining the sour cream, prepared horseradish, Dijon mustard, and lemon juice in a small bowl. Whisk until smooth and well combined.
Slice the rested beef tenderloin into 1-inch thick slices and serve with the horseradish sauce on the side.