1. Place tenderloin in a pan.
2. Mix shallots, balsamic, olive oil, sea salt, and black pepper in a bowl. Pour over the tenderloin. Refrigerate for 3 hours.
3. Place the Grill on high heat. Preheat your oven to 400o F.
4. Remove tenderloin from marinade. Pat dry. Lay carefully onto the Grill. Sear on both sides.
5. Add potatoes and peppers to the Grill. Sear.
6. Place the Grill into the oven. Cook for 15-20 minutes. Cook potatoes for a few additional minutes if not at desired doneness.
7. Place a thermometer in the center of the tenderloin to check for desired doneness.
8. Allow tenderloin to rest for 10 minutes before slicing and serving.