Under the matress. If I tuck it under me, it’s either because I neglect doing my bed or because I’m camping.
So same place you tuck your sheets? Strange, I’ve never heard people doing that. For clarification you do that while you sleep or when making the bed?
I tuck every tightly when I make the bed. At night, I loose things enough to get into it. This way the one who grab the whole blanket is the bed and in the morning we are longer tuck on the sides but still very much at the foot. So the blancket had no chance to escape on one side on the bed as it is stuck by our both weight and the matress. I don’t need to tighten it to the foot every day.