nin is right. we usually say '공연'
but it could be a bit various with other words.
music performance- 음악회(ususally for classical music), 연주회(it could be for classical music or instrumental music) 콘서트(concert, ususally for pop music)
cf.)독주회(solo instrumental performance, recital), 독창회(vocal recital)
TV performance - TV 공연(if it's for showing to public), 연기(if it indicates the act by performer. ex) 그 탤런트는 연기를 잘한다: that tv star or tv actor is good at his role(performance))
dance perfomace: 발레 공연(ballet performance)
hope it could be helpful. have a great one. 엘리자베스 :)