Tag.php not displaying posts with the tag

I figured it out thanks to Pieter’s comment:

In functions.php I added:

function tag_filter($query) {
  if ( !is_admin() && $query->is_main_query() ) {
    if ($query->is_tag) {
      $query->set('post_type', array( 'custom_post_type', ));
    }
  }
}
add_action('pre_get_posts','tag_filter');