In a small bowl mix the sour cream, horseradish, and mustard.
Allow the roast to stand at room temperature for 15 to 30 minutes before grilling.
Prepare the grill for indirect cooking over medium heat (350° to 450°F).
Lightly brush the roast with oil and season evenly with the salt and pepper. Brush the cooking grates clean. Sear the roast over direct heat, with the lid closed, until well marked, about 15 minutes, turning a quarter turn every 3 to 4 minutes. Slide the roast over indirect medium heat and continue grilling, with the lid closed, until cooked to your desired doneness, 15 to 20 minutes more for medium rare, turning once. Remove from the grill and let rest for 5 to 10 minutes (the internal temperature will rise a few degrees during this time). Cut into ⅛-inch slices.
Lightly brush the cut side of the baguette with oil and grill, cut side down, over direct heat until lightly toasted, about 30 seconds.
Spread the baguette with the sour cream mixture, layer with arugula and sliced tenderloin, and then top with the cheese. Cut crosswise into individual sandwiches.