You'll find this tenderloin a wonderful change of pace—since it's not seared before cooking, the tenderness extends all the way through the crust (and it's less work for the cook). A woodsy suggestion of rosemary on the meat's surface is underlined by the lusciously savory, almost jammy tomato confit.
Let stand at room temperature 1 hour before roasting.
03Cook garlic in oil in a large heavy skillet over medium-low heat, turning occasionally, until golden, 10 to 15 minutes. Add tomatoes, thyme, rosemary, bay leaf, sugar, 1/4 teaspoon table salt, 1/8 teaspoon pepper, and 1/2 cup Madeira and briskly simmer, stirring frequently and crushing tomatoes with a heatproof rubber spatula, until tomatoes start to break down and oil separates slightly, about 1 hour.
04Mash garlic into tomatoes with spatula, then stir in 1/4 cup Madeira. Discard bay leaf.
05Preheat oven to 350°F with rack in middle.
06Roast beef in a 17- by 11-inch shallow heavy baking pan until an instant-read thermometer inserted into center of thickest part of meat registers 120°F, 35 to 45 minutes.
07Transfer to a cutting board and let stand, loosely covered with foil, 15 to 20 minutes (temperature of meat will rise to about 130°F, for medium-rare).
08Meanwhile, add water and remaining 1/4 cup Madeira to baking pan and deglaze over medium-low heat, stirring and scraping up brown bits, 1 minute. Stir into tomato confit.
09Cut off and discard string from beef, then cut meat into 1/2-inch-thick slices. Serve with confit.