It can be done either way. I like having it home run back to the tank. This makes purging air out a little quicker and will make sure all the air is out. If you Tee into the feedline there is a chance an air pocket can get in there when you are changing a filter or purging air out when you open the system to change a failed part. Trust me, something will fail or leak and you will open it up to fix/change....