1. For sauce, combine mayonnaise and sour cream in a medium bowl and mix well. Stir in chives, horseradish, capers and black pepper. Chill, covered, until ready to serve.
2. For roast, combine the crushed black pepper, rosemary and coarse salt in a small bowl and mix well. Rub rosemary mixture over tenderloins. Let stand out remove temperature for 1 hr.
3. Preheat the oven to 500 F.
4. Brush tenderloins with soy sauce. Rub with butter. Place on a rack in a roasting pan.
5. Place roasting pan in oven. Reduce oven temperature to 400 F. Roast for 40 mins for rare. Let stand at room temperature to cook completely. wrap tightly and refrigerate until well chilled, about 3 hrs. Slice diagonally across the grain. Serve wit sauce.