Try this
svn log /path/to/tag -v --stop-on-copy
You might see something like this
r10 | user | 2010-02-07 17:06:01 -0800 (Sun, 07 Feb 2010) | 1 line Changed paths: A /path/to/tag (from /path/to/branch:5)
You can see that the tag was branched at revision 5