Via the Performances tab on the Event page.
You can either add the tag in bulk or add a tag to a performance individually.
Add Tags to Performances
a) Go to the Performances tab on your Event
b) Haven't created your performances yet (if you have, skip to d)? Click New Performance(s) and scroll down to the Tags section to create Tags for your new Performances. Scroll down and Submit
c) Created performances already? Select Performances you want to add Tags using the Filter and Action bars
d) On the Action bar, click the speech icon
e) On the pop-up, enter your Tag in the Add tags section and click Submit
f) The Tag will appear next to each performance on the Performances tab