Rub tenderloin with salt, pepper, 2 teaspoons oregano, and thyme. Set on a rack in a roasting pan; arrange onion and shallots in bottom of pan.
Pour 1 cup broth into pan.
Bake at 450 for 30 minutes or until thermometer registers 125 or until desired degree of doneness.
Let stand 10 minutes before slicing.
Place liquid from roasting pan in a large skillet over medium-high heat, scraping roasting pan to loosen browned bits. Bring to a boil; cook 5 minutes or until liquid evaporates and onions begin to brown. Stir in remaining 1 teaspoon oregano, wine, and brandy. Bring to a boil; cook 2 minutes. Stir in remaining 1 cup broth. Bring to a boil; cook 3 minutes.