To perform numerical value comparison in Teradata SQL, you can use comparison operators such as "=", "<>", ">", "<", ">=", "<=", etc. These operators are used to compare numerical values in different columns or tables. You can also use logical operators such as AND, OR, and NOT to combine multiple comparison conditions. Additionally, you can use functions such as CASE, COALESCE, and NULLIF to handle NULL values during comparisons.