Preheat the oven to 425°F.
Season the meat with the salt and pepper. In a large skillet, heat the 2 tsp. of the oil over medium-high heat until good and hot, then add the meat and sear until well browned on all sides, about 10 minutes total.
Transfer the meat to a rack set on a baking sheet. Roast until an instant-read thermometer inserted in the thickest part registers 140°F for medium-rare, about 30 minutes, or to your desired degree of doneness. Remove it from the oven, cover with aluminum foil, and let rest until the sauce is nearly done before slicing.
While the meat cooks, make the sauce. Heat the remaining 2 tsp. oil in a large saucepan over medium-high heat. Add the shallots, carrot, and celery and cook, stirring a few times, until softened, about 5 minutes. Add the garlic and cook for 2 minutes more.
Add the wine and broth and stir in the tomato paste. Add the bay leaf and thyme and bring to a boil. Simmer until the liquid is reduced to about 1/2 cup, about 40 minutes. Strain through a fine mesh strainer into a small saucepan. Stir in the cocoa and rosemary and season with salt and pepper. Serve on the side with the sliced tenderloin.
The sauce can be prepared up to a day ahead.