Step 1Heat a small, heavy-bottom saucepan over medium-high heat. Add the oil, then the carrot, onion, leek, shallot, garlic and peppercorns and saute until the vegetables are tender, 3 to 5 minutes, stirring occasionally. Stir in the thyme and bay leaf and cook for 30 seconds.
Step 2Stir in the Cognac and red wine. Bring to a boil and cook until reduced by one-third, about 3 minutes.
Step 3Add the vinegar and broth and bring to a boil over high heat, then reduce the heat and simmer until reduced by one-third, about 30 minutes.
Step 4Strain the sauce through a fine-mesh strainer set over a bowl and discard the solids. Season to taste with salt and pepper and keep covered in a warm place until needed.
Step 1Remove the tenderloin from the refrigerator one hour before starting the recipe.
Step 2Heat the oven to 425 degrees. Season the beef generously with 1 teaspoon salt and one-half teaspoon pepper, or to taste.
Step 3In a large, heavy-bottom saute pan, heat the oil over high heat. Brown the tenderloin on all sides, 5 to 8 minutes. Remove from heat.
Step 4Place the tenderloin on a rack in a roasting pan; do not wash the saute pan. Roast the beef until a thermometer inserted reads 125 degrees for medium-rare, about 20 minutes, longer for more well-done. Transfer the tenderloin to a cutting board for several minutes to rest.
Step 5While the tenderloin is resting, return the saute pan to the stove top over medium-high heat. Ladle one-half cup of the sauce and cook, scraping any flavorful bits from the bottom of the pan. Heat the sauce over high heat and boil for 2 minutes. Strain the liquid through a fine-mesh strainer into the rest of the sauce.
Step 6To serve, cut the ties from the beef and slice the tenderloin crosswise into one-half-inch slices. Place 2 to 3 slices on each dinner plate. Spoon some sauce over each serving and pass any remaining sauce alongside.