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 in. 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.
Rub the garlic over the entire tenderloin and season well with salt and pepper. Sprinkle the butter pieces evenly over the beef. Drizzle with Worcestershire and lime juice let marinate in the refrigerator for at least 3 hours.
Adjust the oven rack to the highest position and preheat the broiler. 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). 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). 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.
Whisk together the sour cream and horseradish and season with salt and pepper. Slice the meat and serve with sour cream mixture on the side.