Vast majority of those tracking scripts are already speed optimised. Basically there are two thing you can do -- a) skip trackers you don't need b) instead of loading tracker in header put tracker loading script right before </body> (body element end tag). This makes browser to load trackers after everything else is rendered. Technically it doesn't reduce page loading time, but from user experience perspective there's (sometimes noticeable) speed difference.
You can also see if the tracker will let you download and self-host the javascript they use. This will save time and reliance on getting it from their slow website.
You will however have to keep downloading new ones as they update it so the trade off might not be worth it...
Every journey starts with first step and this one requires first to identify bottlenecks. Is the page too big? Is the page generated too slowly? Too many elements? JS too slow? There're TONS of problems and tons of things that can be done, but first you must determine what's broken.
It also means that there's no point worrying about losing script load times that usually take fraction of second when page takes 10 seconds to generate.
