Heat the grill to medium-high. Put the ancho chiles, cumin, coriander, cinnamon stick, and paprika into a small dry skillet, put the pan over the heat, and toast the spices just until they begin to smell, about 1 minute. Empty into a spice mill and grind to a powder; set aside.
In a small bowl combine the sour cream, lemon juice, horseradish, and
1 tablespoon olive oil. Cover and refrigerate until ready to use.
Drizzle some olive oil over the tenderloin and season it with salt and pepper. Sprinkle on about 1/2 of the spice mix and rub it into the meat. Grill for about 20 to 25 minutes for medium rare. Remove from the grill and allow the meat to rest for 5 to 10 minutes before slicing. Drizzle some olive oil over the tomatoes and season them with salt and pepper. Grill them for about 10 minutes.
Slice the tenderloin and place it onto a platter. Drizzle the horseradish sauce over the meat and scatter the tomatoes around. Garnish with arugula leaves and serve.