Transmission gratings that combine a large diffraction angle with a high diffraction efficiency and low angular and wavelength dispersion can be used to concentrate sunlight in a light guide and for lighting applications. Surface-relief gratings with sub-wavelength grating periods can have these properties. In this paper we study their diffraction efficiency for general conical angles of incidence. We show the presence of regions in the space of incident angles where light is efficiently coupled into or out of total internal reflection. It is demonstrated how this distribution of the diffraction efficiency over angular space can be adjusted by changing the grating geometry. Finally, these properties are qualitatively verified using holograp...