Pour yourself and your partner each a glass of Zinfandel, then pour the rest of the bottle into a saucepan. Bring it to a light boil and let it reduce while you perform the rest of the steps.
Cut off two or three inches from the narrow end of the tenderloin, and save them for another dish. (It's good, but it will cook faster than the rest of the tenderloin.)
Generously salt and pepper the tenderloin. Melt a tablespoon of butter in a large skillet over medium-high heat, then add the tenderloin. Brown the beef all over, then remove the pan from the heat.
Transfer the tenderloin to a rack on a roasting pan and put it into the center of the oven at 400 degrees. (Alternatively, you could grill it, either indoors or outdoors.) However you cook it, take it off when a meat thermometer inserted into the thickest part shows 130 degrees. That will still be rare, but the heat held by the meat will take it up to medium-rare after about ten minutes. Don't slice it until the beef has rested that long.
While the beef is in the oven or on the grill, add the shallots to the skillet in which you seared the beef. Cook for for about a minute, then add the reduced wine. Whisk to dissolve the browned bits and juices in the pan into the wine, and return to a light boil. Add the tarragon, peppercorns, beef stock, marmalade, and Worcestershire. Reduce to one cup of liquid. Remove the sauce from the heat and strain.
Whisk the remaining butter into the sauce while it's still hot, a tablespoon at a time. Add salt and pepper to taste.
After the beef has rested for ten minutes, slice it about three-quarters of an inch thick. Spoon the sauce onto the plates and top with the tenderloin.
