In fact I now discovered that the problem does not seem to come from the configuration. When using a .zshrc
which only contains
autoload -Uz compinit
compinit
The tab-completion works as intended for cd ..
when using the default Mac OS X Zsh (4.3.4). But with the MacPorts Zsh (4.3.9) the tab-completion only works for other folders and not for ..