Preheat oven to 450 degrees F (230 degrees C).

Whisk chili powder, black pepper, ground cumin, and salt together in a small bowl. Rub spice mixture onto all sides of pork tenderloin. Place tenderloin in a shallow roasting pan.

Roast tenderloin in the preheated oven until no longer pink in the center, about 30 minutes. An instant-read thermometer inserted into the center should read 150 degrees F (65 degrees C).

Stir pepper jelly and balsamic vinegar together in a saucepan over low heat until jelly is completely melted, 1 to 2 minutes. Brush pepper jelly mixture over pork tenderloin and continue to bake tenderloin until jelly coating is hot, about 5 minutes more. Let pork rest for 5 minutes before slicing.