You're definitely right for most agencies; most will let you use it in a portfolio or something, but not necessarily retain the rights to the work.

Some agencies do, however; it's dependent on the contract specifics.

I'm curious how does it work, you handover the tools you wrote, .bashrc/.zshrc, etc?

When I'm hired in a company (not contract), they wipe the harddrive when I leave (well, I also do it before I hand it over sometimes). So they don't get the tools (I take them with myself, it would be a waste to loose them)