1. Prepare a heavy baking dish that is as close to the size of the beef tenderloin as possible by making an aluminum foil basket for it to sit inches It is VERY important to use heavy duty aluminum foil. Place 2 or 3 pieces of foil in the dish and put the beef tenderloin on top of it, leaving enough hanging over the edges of the dish to really wrap up the meat.
2. Season the tenderloin well with salt and pepper, and then mash the garlic over the entire tenderloin. Sprinkle the butter pieces evenly over the beef. Drizzle with Worcestershire and lime juice let marinate in the refrigerator for at least 3 hours, turning halfway through marination time. Bring the tenderloin back to room temperature before roasting.
3. Adjust the oven rack to the highest position and preheat the broiler.
4. Place the pan right underneath the broiler and broil for about 8 minutes. (It will look like the flames are burning or touching the meat, but that is fine).
5. Carefully pull the pan out and turn the meat over. Broil for another 5 minutes or until cooked to desired doneness. (When the meat is done under the flame it will look like it is burned, but it's not).
6. Wrap it up very tightly in the foil and let it sit and continue to cook inside the foil on the kitchen counter for about another 1 1/2 hours.
7. Whisk together the sour cream and horseradish and season with salt and pepper. Remove the string binding the roast, slice the meat and serve with the horseradish sauce on the side.