Does Time Machine handle open DMG images?

System config:
- MacBook Pro w/10.6.8
- Time Machine backing up to external Firewire-connected 1TB drive.
To help protect some sensitive files, I have an encrypted and password-protected disk image on my MacBook in which I keep various files (mostly Word documents) containing private information. The DMG is named private.dmg, and is normally mounted r/w on my desktop so I can access the files and folders stored in its volume as required.  (I mount it manually after logging on).  Throughout the day, I may create new files or edit existing files that are stored in the private volume, which in turn is contained within the private.dmg file.
Recently, I needed to go back in time and recover an earlier version of one of the confidential files. Time Machine couldn't find the file with the date that that I needed (3 days ago). It appears that the files in the private volume are not getting backed up reliably to my external drive hourly/daily/weekly as per the Time Machine regimen. I would have expected the private.dmg file to get backed up by TM if/when any changes have been made to the files stored in its contained volume, but that seems not to be the case. If I enter Time Machine and go back in time, I find old versions of the private.dmg file as expected, but if I mount an older version and examine the contents, I don't see corresponding old versions of the files within.
Are there known limitations with this configuration?  I know that TM can have problems with dealing with some open files, notably the Entourage database file.  Perhaps TM fails to handle an open dmg image? Since the dmg file is essentially open all day (having been mounted), is it plausible that TM never backs it up   Is there any way that I can ensure that Time Machine properly backs up the sensitive files in the mounted volume? 
Thanks.

@ Kiraly,
Thanks, I'm aware of that. I have been pursuing my TM archives by directly accessing the file structure on the TM volume (within the Backups.backupdb folder), locating the .dmg file with appropriate date, mounting it, and then looking on the mounted volume for the file I need to recover.   (that's a lot faster than restoring each private.dmg file from within the TM application.
It appears to me that TM is not properly saving the state of the open .dmg file when it does its hourly backup. Perhaps it doesn't see changes made to files within the volume. Perhaps it just wasn't designed to handle .dmg files that OS X has open for R/W access.
I should mention that my dmg volume is a sparse image. I wonder if that complexity is sufficient to mess up TM.

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