Preparation Sprinkle 2 tablespoons thyme, coarse salt and pepper on baking sheet. Roll tenderloin in spice mixture. Cover; chill 3 hours. Mix olive oil, capers, parsley, shallot and 1 tablespoon thyme in bowl. Season with salt and pepper. Let stand 1 hour. Preheat oven to 400°F. Heat vegetable oil in heavy large skillet over high heat. Add tenderloin; cook until brown on all sides, about 10 minutes. Transfer to baking sheet. Roast until meat thermometer inserted into center registers 125°F. for rare, about 12 minutes. Remove from oven and let stand 5 minutes. Serve tenderloin with salsa.
Preparation Sprinkle 2 tablespoons thyme, coarse salt and pepper on baking sheet. Roll tenderloin in spice mixture. Cover; chill 3 hours. Mix olive oil, capers, parsley, shallot and 1 tablespoon thyme in bowl. Season with salt and pepper. Let stand 1 hour. Preheat oven to 400°F. Heat vegetable oil in heavy large skillet over high heat. Add tenderloin; cook until brown on all sides, about 10 minutes. Transfer to baking sheet. Roast until meat thermometer inserted into center registers 125°F. for rare, about 12 minutes. Remove from oven and let stand 5 minutes. Serve tenderloin with salsa.