There is no such thing as "the actual tangent vector." Mathematically, a "tangent vector" to a curve, at a given point, is defined solely by having the same "direction" as the curve at that point. There are an infinite number of "tangent vectors", differing in length (and, in fact, in the opposite direction), at a given point of a curve. Because the length of the derivative (with respect to the parameter) vector depends upon the parameter, the length of the tangent vector contains no information about the curve itself, only about this particular parameterization of the curve. That is one reason why we prefer to use the arclength of the curve as parameter- and, in that case, the length of the derivative vector is 1- we get the unit tangent vector.
But your last sentence implies that you can change the relative size of components of the tangent vector by changing the parameter. That is not true. The ratios of those components depends upon the ratios of the direction angles and, since the direction of the tangent vector is not changed by changing the parameter, they will not change.
If your parameterization of some curve is x= t, y= t^2, z= t^3, then the derivative is the vector \vec{i}+ 2t\vec{j}+ 3t^2\vec{k} but when you say "have a larger component in the direction of z" what other parameterization are you comparing to? And at what point? At (1/3, 1/9, 1/27), the derivative vector is
\vec{i}+ \frac{2}{3}\vec{j}+ \frac{1}{9}\vec{k}
where it is certainly not true that it has "a larger component in the direction of z" if that was what you meant.