Examines the relationship among self-concept, self-efficacy, and performance in mathematics among 416 high school students. Confirmatory factor analyses supported the existence of two self-concept components--a competency component and an affective component. Self-efficacy items and the competency items of self-concept also loaded on a single factor. Social comparison information was equally influential in the formation of each construct. (Contains 51 references, 4 tables, 4 figures, and 2 appendixes.) (GCP)