Combine the soy sauce, beef broth, olive oil, red wine vinegar, minced garlic, dried thyme, finely ground pepper, salt, and hot pepper sauce in a bowl and whisk well to create the marinade. I like to taste the marinade here to ensure the seasoning is just right! Reserve one cup of this marinade in a separate covered container and refrigerate; this will be for basting later. Pour the remaining marinade into a dish with the bay leaf, add the beef tenderloin, ensuring it's fully coated. Cover the dish and refrigerate overnight to allow the flavors to penetrate the meat.

The next day, remove the beef tenderloin from the refrigerator at least 30-60 minutes before cooking to bring it to room temperature. This step is crucial for even cooking! Preheat your oven to 425°F (220°C). Remove the beef from the marinade, discarding the used marinade and bay leaf. Place the tenderloin on a rack set in a sturdy roasting pan.

Place the beef tenderloin in the preheated oven and roast uncovered for 55 to 60 minutes. During this time, baste the beef every 15-20 minutes with the reserved marinade from the refrigerator. Basting not only adds flavor but also helps create a beautiful crust. I always keep an eye on the internal temperature; for medium-rare, aim for 130-135°F (54-57°C).

Once the beef reaches your desired internal temperature, remove it from the oven. Transfer the tenderloin to a cutting board and tent it loosely with foil. Allow the meat to rest for at least 15 minutes before slicing. Resting lets the juices redistribute throughout the meat, ensuring a tender and flavorful result.