Combine cumin, cayenne pepper, salt and pepper on a plate. Roll pork tenderloin in seasonings. Set aside for 15 minutes.
Place pork on a rack in a shallow roasting pan. Roast for 25 minutes, or until a meat thermometer registers 160 degrees. Let pork sit for 5 minutes before slicing.
Cut pork diagonally into 1/4-inch thick slices. Serve with Bell Pepper Compote on the side.
For Bell Pepper Compote:
Heat oil in large skillet over medium-low heat. Add bell peppers and onion, and cook 5 minutes. Add garlic, oregano, salt, pepper and balsamic vinegar. Cook for 5 to 10 minutes longer, or until vegetables are tender but not browned and vinegar aroma evaporates.