Mix brown sugar, soy sauce, garlic, and Worcestershire together in a bowl until sugar is dissolved. Place tenderloin into a container with a lid or zip-top bag and pour the marinade over. Cover and marinate for at least 8 hours, to overnight.

Preheat the oven to 350 degrees F (175 degrees C).

Remove tenderloin and discard marinade. Wrap a slice of bacon around the tenderloin, starting at one end, and secure it with a toothpick. Continue wrapping bacon around the loin until it is covered and secured with toothpicks. Place on a broiler pan on the center rack of the oven.

Bake in the preheated oven until slightly pink in the center, 35 to 40 minutes for medium-rare. Remove from the oven, sprinkle with white sugar, and turn on the oven's broiler.

Broil in the preheated oven until bacon is crisp, about 5 minutes, turning once and watching closely so it doesn't burn. Remove from the oven and place on a cutting board. Let stand for 10 minutes. Slice with a knife between each strip of bacon so there are several pieces.