Combine all ingredients for horseradish mayo in a mixing bowl and store in fridge in an air tight container until ready to use or for up to two weeks.
Generously season the tenderloin on all sides with salt and pepper. Heat olive oil in a large sauté pan over medium high heat, and brown the tenderloin on all sides. Remove from pan and roast in a 350F degree oven until your meet reaches 125F, approx. 15-20 minutes. Cover with tin foil and let rest for 15 minutes. Transfer to a cutting board when cooled and slice your meat very thin.
While your meat is resting, lay your sliced baguette on a baking sheet and drizzle evenly with olive oil. Bake until golden brown and toasted 5-10 minutes.