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1. Preheat oven to 425 degrees F. For tomato jam, in a shallow baking pan, combine onion and garlic. Drizzle with the 2 tablespoons oil; toss gently to coat. Spread in a single layer. Roast, uncovered, for 15 minutes. Using a slotted spoon, remove garlic; set aside. Roast onion, uncovered, about 10 minutes more or until onion starts to brown. Cool slightly. Coarsely chop onion and garlic. In a medium bowl, stir together roasted onion and garlic, tomatoes, sugar, the 1/2 teaspoon salt, and orange peel. Set aside.
2. Meanwhile, trim fat from meat. Brush meat with the 1 tablespoon oil; sprinkle with the 1 teaspoon salt and the pepper. Place meat on a rack in a shallow roasting pan. If desired, insert an ovenproof meat thermometer into the center of the meat.
3. Roast, uncovered, for 35 to 40 minutes for medium-rare (135 degrees F) or 45 to 50 minutes for medium (150 degrees F). Remove tenderloin from oven. Cover with foil; let stand for 15 minutes before slicing. (The meat's temperature will rise 10 degrees F during standing.)
4. To serve, cut meat into 1/2-inch slices. Serve with tomato jam. If desired, garnish with thyme sprigs. Makes 8 servings.