Preheat the oven to 475° F. Pat the beef tenderloin dry and tie it up according to the directions in this post.
Mix the salt, pepper, and rosemary together.
Rub the spice mix all over the tied tenderloin.
Place the tenderloin on a rimmed baking sheet. Bake for 20 - 25 minutes for Medium Rare, or until a meat thermometer registers 130° F.
Remove the meat from the oven, loosely cover with foil, and allow to rest for at least 15 minutes.
Slice and serve!